Steam works around this by letting users enable shader precompilation in settings. If you want a console-like experience (eg. like Steam Deck) and you don't care so much about storage space, you can toggle it on and eliminate the stutter before booting up. Most people leave this off, which really ruins the experience on shader-heavy engines like UE4.

This is generally an everyone problem, though. If gaming on Mac was caught-up with where Linux is today, there would probably be a few precompilation steps there too. If you wanted to play Fallout 3 on your Android/iPhone device, it's the same story.