This is the one Bluetooth feature that has always worked for me out of the box on both Windows and macOS. I haven't tried Linux yet to be honest, no idea if anyone has bothered implementing it yet. Usually open source is a couple years late to this sort of thing (except for maybe distros like Android or ChromeOS).

Now, if only Windows, macOS, and Linux can get together and fix whatever needs fixing to get headsets to connect properly automatically, that'd be grand.