Dead keys come from typewriters and typewriters allow it’s use with any character. So it seems to be correct behaviour, despite those characters not being correct for Spanish.
This makes for a more versatile system, people can type characters from other languages and make new characters (though it doesn’t happen often).
Though for us Linux users there are a number of letters it doesn’t work with (at least for the Spanish layout). Those are:
q, t, d, h, j, x and b
You’d need to speak to the xkeyboard-config maintainers to get it changed, or to find out who you need to speak to (as it may be a lower level than the config). Though I’m not sure if they would change it or not.
They can stay on windows if they prefer, it’s their choice. If they choose to use Linux then there will be differences and they will need to adapt. Lots of us have done so, and are happy with our choice.