The "adapters" aren't just dumb transmitters, they're actually a microcontroller running it's own software that implements the OBD2 protocols and then communicates with another device over Bluetooth, WiFi, etc.
OBD2 is a standard though and every device which correctly implements the protocols and commands for it should work the same and on every car made since OBD2 became a requirement. However as anyone who's purchased/used a variety of the cheap "ELM327" dongles that are ubiquitous on eBay, Amazon etc for about a tenner will tell you - the practice doesn't match the theory. So why not?
Well the problem mainly comes from the fact that market is absolutely flooded with cheaply made copies of the real ELM327 device, it used off-the-shelf hardware and proprietary code. Cloners either pirated the original binary from ELM, reverse engineered and bastardized it or created their own shoddy implementation and then gleefully engaged in a headlong race to the bottom by skimping on everything and cutting every corner. Cheap components, shoddy assembly and zero QA.
I've bought a few of these over the years (usually because I keep losing them) and even though I've done my best to avoid the ones that wave the biggest warning signs probably only 60-70% have worked at all, and the rest have all been a bit picky about what cars they would actually connect with. At one point I had two ostensibly identical adapters, bought from the same seller around the same time - one would work fine in one car but not the other and vise versa.
I've heard a rumour that some OBD2 adapters are able to connect to more cars (and/or get more info out of them) than others, and, of course, the difference reflects in price, with the better ones easily costing 10 times as much as the cheap ones.
This is also true.. in addition to the standard OBD2 functionality that every manufacturer implements there's often manufacturer-specific functionality that is available via the OBD port and this is what can provide access to proprietary systems and data in the car. Assuming the physical adapter correctly supports all the OBD2 protocols then most of the "magic" in terms of the extra functionality comes from software on the connected device (PC, phone etc), of course many of the providers of this software also provide adapters and generally have the software written so as to work with their adapter and not generics.