On Linux it is even worse: there is apparently no USB dongle that would support isochronous audio and recent enough BLE versions. Only some very limited selection of newer PCIe Wi-Fi cards.
That dongle has its own Bluetooth stack and is exposing a standard audio device via USB.
Indeed that currently seems to be the only way, but then the stack need config input somehow, which in case of this one requires a proprietary Win/Mac Software.
Works on SteamOS out of the box and with all the features as far as I can tell.