I suspect there's some patent or even bios bullshit that is stopping "legit" 3rd parties from either waking the switch or attaching anything in the joycon slots. You only see licensed products doing those. Products for the Chinese market don't really care about IP law though and are happy to oblige, and Amazon is happy to import.
The pro controller do wake up the Switch.Buy this because it works you can get it for $17 just tried it out and it works wireless and vibrate. And yes it wakes the switch from sleep mode....
A real pro controller doesn't even do that unless I'm doing it wrong. My Power A Controller and this one wakes the switch from sleep but the pro controller doesn't
Just for reference Power A Controllers doesn't vibrate but this one do so this is the best thing you will get for a budget switch controller.
https://www.amazon.com/Controller-Wireless-Adjustable-Vibration-Ergonomic/dp/B089SXYTFC/ref=sr_1_2?crid=23F1GSKABWZ3P&dchild=1&keywords=wireless+controller+for+nintendo+switch&qid=1625419875&sprefix=wireless+contr,aps,216&sr=8-2