They don't "just work". There are many many extensions that require external tools in the path etc. and some even go as far as to try to download such dependencies (and leave them on the system). Generally one should definitely read the extension documentation and there may be some manual steps needed (meaning that they don't just work).
It's true that the most popular extensions work fairly well though.
For the purposes of the general end user who really doesn't care whether extra dependencies are on the system, it does "just work." Indeed, they might even want such behavior, that plugins manage their own dependencies without any end user input.
It's true that the most popular extensions work fairly well though.