To be honest I dont play that many new games these days, so I might not have a good sample of experiences.
But I don't recall ever having to configure a game because it doesn't work.
As a counter point though, there used to be stories of people buying a game on console and had to download 30GB patches in order to play it.
Also paying for subscription to play online games always irk me the wrong way.
Ether way PC or console there are pros and cons