For this purpose, it doesn't matter whether the app is sold on the app store or on the developer's web site.
I'm thinking of developing a PC app, and trying to figure out whether to build it on Mac or Windows.
For example, I make an app for hipster web devs, and it does really well on the Mac.
On the other hand, if you make an app for payroll accounting, I strongly recommend to make a Windows app.
Some apps, like a citation manager for researchers, really should be cross-platform and work on Linux too; a browser extension might work really great here.
If you'd like more specific advise, tell us more about the field you're interested in!
If you don't have an idea yet, I recommend looking for a niche first. Once you identified your target audience, you only need to find out what platform they use.
Microsoft can guess, at best, what kind of revenues there are for third-party software. They have no idea.
Apple, they can only speak authoritatively about their own App Stores, but they don't give out these numbers.
Linux, well... it's Linux. My guess would be that revenues are smaller for this platform, because hardly anyone charges for their stuff. Actually, I wish more paid work would be done for Linux. I'd be happy to pay for good apps.
On both Windows and Mac, all big and many small app developers have their own billing and sales. When you buy Photoshop, MS Office, IntelliJ, or even many small tools, then you skip the app store, pay them directly, and download from them directly. So not even Apple or Microsoft know the numbers.