I've ran into this situation multiple times at my current and previous jobs. I really want to avoid Windows and use something better, but I can't live without two external monitors.
On Windows, it "just works". I don't have to do anything.
On Linux (I tried Linux Mint today) it doesn't work. First, it only connected one of the monitors, the other one did not register. Then I switched to a different cable from the computer to the docking station and it connected both screens - however, they were locked to 30fps. I could not make them work at 60fps (and this is a major dealbreaker, I cannot live with 30fps).
This isn't really a tech support question, I'm more trying to understand what fundamentally causes this situation. Why is Linux still struggling with pretty basic functionality that Windows does with zero setup? Is it the vendor of the laptop and docking station that aren't properly supporting Linux? Or is it some other problem?
Well sure yes - but the dock works flawlessly on Windows, so it can't be some inherent hardware limitation.
Hardware isn't the only limitation. The firmware could have less compatibility with linux as well.
Updating the firmware might be a possibility.