The main things are CPU microcode updates, GPU drivers and wireless LAN/bluetooth drivers. But on some devices (don't think this applies to the Dell models in

The main things are CPU microcode updates, GPU drivers and wireless LAN/bluetooth drivers. But on some devices (don't think this applies to the Dell models in question) if you get into an esoteric hardware configuration you could also have proprietary drivers for things like high speed wired LAN, storage chipsets/devices, audio, fingerprint readers etc. This is typically stuff you can get on your own usually by downloading drivers from the manufacturer's website and either extracting firmware from their Windows drivers or downloading a Linux-specific driver package, if available. All Dell is doing is collecting it all up and pre-installing/configuring it for you.