That's not the case always. My first cheap thinkpad worked great, but the 2nd expensive one (T440p) has bad driver support for Wifi (on current and last Ubuntu LTS). Connections are unstable and throughput is ~0.3x of the dongle I use (both 2.4Ghz 802.11n). Hardware - Realtek RTL8192EE PCIe.
Always opt for Intel hardware. They have Linux device driver developers on staff. Sometimes the newest chips are not supported, but they always release something within a few months.