As far as I know, the latest drivers for the latest video cards
don't come
stock with Windows XP or Vista either. (I've never installed MS Windows on
anything so I could be wrong here, but it has always been my understanding that
they require a separate download.)
You are correct.
Out of the box windows will try and use a matching driver if it has one
(the hardware is old enough or generic enough), or things like VESA bios
support (which is also what Fedora uses as the X fallback).