Windows has tranditionally been, and still is, highly attractive for Game developers while Linux (except for mobile phones) is highly unattractive.
Love Windows or hate it, but Windows has the advantage that it (well, mostly, if you manage its quirks) just works, and it works the same (well, mostly) regardless of what install you have. I'm running some 12-14 year old AAA titles on my present-day Windows computer, no workarounds or compatibility mode hacks needed. Say what you will, but this is darn awesome.
I'm about to go a bit hyperbole now (please bear with me), but still there's a grain of truth in it... Linux is so much better in theory, but in practice, no two distributions are compatible, and not even different versions of the same distro are compatible with each other. Also, everything is generally designed with "open" and "accountable" in mind whereas game developers generally prefer "obscure". To the typical Linux person, words like DRM and content protection stink whereas the typical big-studio person will likely say they have a fragrance of roses.
Add to that the fact that although Microsoft provides you with arguably the world's worst compiler suite, this is paired with the most bloated, yet most awesome development environment (with IHVs integrating tools) that money can buy. And, um... for free.
Under Windows, you get a new graphics card generation built for the newest DX features to come, with a just works DX installer. They're even called DX-nn class hardware. Under Linux, you get the features as vendor-specific GL or Vulkan extensions if you are lucky, after some time. And maybe, after an even longer time, as ARB extensions which are subtly different and require you to rewrite a lot of code. If you have stable drivers, that is, and if you are able to decipher the gibberish in the otherwise undocumented extension specification.
Under Windows, you and your customers can buy cheap whatever-it-is hardware and plug it in, and it (usually) just works with the well-supported, well-documented API. Under Linux, who knows. Maybe you're lucky and your manufacturer bothered to supply a driver, or maybe a generic one works. Maybe you find a hack that works, maybe you don't.
Yes, the situation has greatly improved since Steam went Linux, but still Linux is definitively a second-class citizen.
Which isn't surprising because the market share is like 2% and to make things worse from an economic point of view, not few Linux users expect software to be free. Which isn't bad per se, but it's not a great incentive for someone who wants to fill his pockets with money.
All in all, it's not very attractive to spend a six-digit amount of money for making a properly working Linux port (which properly works on one distro and skims maybe 0.5% of the market), or a seven-digit amount of money for making a Linux-only AAA game. It's not attractive to write drivers and offer support (which is more expensive than the actual drivers!) for a small minority from whom you can't expect to make much money. It's not attractive to document the intentionally-obscure details of your hardware implementation so everybody including your competitors knows, just so you maybe get another 1% of sales.
Sad, yes, but that's just what it is.