On linux, the 'recommanded' way of installing ue4 on linux is building the engine from github source. It is very time comsuming. For each new version, I need serveral hours to rebuild it. Why don't they just release a pre-compiled tarball so that we can use it right way?
I don't know Epics specific reasoning, but the usual reason for not making binaries for "Linux" is that there is to much variation in the ecosystem and making one makes people think it should work out of the box, which creates a lot of support tickets when it doesn't. I hope that explains it.