This is a thing about huge companies. They can only ignore alternatives at their own peril.
The Windows team probably prefers you don't ever install Linux even though they wised up and created WSL (so they don't lose developers to Linux desktop the way they lost creative designers to Mac).
The other teams? VSCode, Office 365, Azure, GitHub, Bing, Skype, etc wisely DGAF what your OS is - just that it's supported so you can use it.
WSL has actually been part of Windows in one form or the other since the very first NT, initially because US state contracts required a "supports POSIX" checkbox and the implemented just enough to be able to tick that (and, consequently, it sucked), it's also why NTFS has a POSIX mode for filenames. It was definitely a very unloved stepchild during the Gates/Ballmer years, back when MS was pushing Windows servers. Nowadays they have their own Linux distro to do server stuff, the whole company strategy shifted, Windows isn't an anchor point, any more, their corporate support contracts are. In a sense they're trying to be SAP for small companies (for SAP values of "small". MS itself is a small company on the SAP scale). That is cloud-supported, which has some (but not gigantic) synergy with their gaming arm.
They just realized that an Azure subscription will generate far more revenue (as in “several orders of magnitude” more) than selling licenses or even OS subscriptions to final users. This was by design. The current CEO doesn't care what happens to Windows as long as it supports his quest for infinite profits.