I am having the same issue, butI disagree, Apple is very particular about adding features and making sure that they are specifically designed for that specific device. These widgets have been redesigned for the Mac. For example, the Instagram widget added to the Mac via Sonoma asks to open the Instagram app. I presume this is to link your account to the widget on the Mac. These widgets on Sonoma are not ported onto the mac (even if it is still running the same RISK processes via ARM), Apple will have specifically designed these widgets for the Mac OS. One reason I am let to believe this, is that the widgets that do work perform very well on the different display size of the Mac. If they're ported, they would either have to display at the same resolution as on the iPhone, or be upscaled to run as they are on Sonoma currently. I believe this is more of a bug, or something that will come later, as Apple has stated that a lot of the features that they have advertised on the new iOS and the new OSX will be coming later this year, which is a sad thought as there are a lot of great features that would be very useful to have right now.
If anyone has any information or has found any discussions on delving further into the code aspect of these widgets, please reply to my message as I would be very intrigued to see how they function and why they ask to open the iPhone. I am very much convinced that this is used to authenticate the account used in the given widget (for example, Instagram).
I have also noticed that the Find My widget isn't working, which is a little bit annoying as I have a lot of AirTags and friends who share their location with me, so this would be very useful when glancing at my desktop to see when certain close friends are arriving or ensuring that my AirTags are near me.
I hope this helps spark ideas.
I am also looking forward to the day that we begin seeing more third-party widgets becoming available.
All the best,
Tyler.