Building your own seems like an attractive option, until you realize how hard it is to eliminate the possibility of heat problems when just slapping together some components that "should work".
Buying a Windows system and reinstalling it with Linux seems like an attractive option, until you realize that this pads Microsoft's installed-base figures, which in turns contributes to developers only releasing software for Windows. Also, it contributes to computer companies having few to no Linux preinstall options, which means that if Microsoft tries to make it so you CAN'T run anything but Windows on a computer, the computer companies won't push back. Microsoft is NOT above this.
As far as a Linux-preinstalled computer company goes, I used to buy from PC's For Everyone (they stopped selling Linux preinstalls and changed their name), then I started buying from ZaReason (they went out of business, and they'd been using cheap CPU fans that had to be replaced eventually), and... most recently I got a computer from Think Penguin.
I've been using my Think Penguin system daily since November 2021, and I've been quite happy with it, and I love it that it's not contributing to Microsoft's monopoly.