As someone who's been using Windows since the
very beginning - I really don't think "worked out of the box" can be applied very well until *really* recently.
As to Linux - it's cheap - does everything a modern OS should and doesn't keep fucking up your settings by arbitrarily trying to force updates down your throat. But that's all OT really.
As to running DmD under Linux - I always just pulled the Linux binaries from another game and renamed the relevant sh/script files (two of them IIRC). Pretty simple. I'll package that up and stick it somewhere in a bit.
Edit: Added links
Chapter 1 Linux files -
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Chapter 2 Linux files -
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Just unzip those into your DMD directory and run the shell and it should work fine.