Each time I try AMD graphics, something is fucked for me. Back with fglrx, fglrx just sucked, so I used Nvidia. Then I had an AMD right around when they finally had opensource drivers, but it was still buggy as hell. So I went with Nvidia again (first a GTX 790, then a GTX 1060). In the meantime I had a new work notebook where I also went with an AMD APU, and had driver crashes for a long time when I was in video calls and it had to decode multiple streams. That thankfully stabilized with Linux 6.4.
Since sooo many people in the community swear by AMD, I thought "dammit, let's try it again for my new desktop" and got an 7800rx ... and I have to reboot ~5 times until I finally make it to a running xserver or wayland session. Apparently I am hit by this problem (at least I hope so). But that doesn't even read nice ... the fix seems to be to revert another fix for powermanagement. So I either have a mostly non-booting card or suboptimal power management.
I start to regret having chosen AMD .... again :-/ I seem to be cursed.
Anything interesting going on in the kernel log while connection doesn't work?
If so, you could maybe write a bug report at the amdgpu repo.
One thing I could imagine that is happening is that Linux chooses a higher chroma subsampling than on Windows. Had that issue before with a monitor that had a wrong EDID. Unfortunately it's a real pain to set the chroma subsampling on Linux with AMD.