It’s no more of a problem with .Net Core than it is with Python modules that have native dependencies, or Node modules with native dependencies.
You’re not going to mistakenly add a non .Net Core Nuget package to a .Net Core project. It won’t even compile.
Of course you can find Windows only nuget packages for Windows only functionality like TopShelf - a package to make creating a Windows Service easy. But even then, I’ve taken the same solution and deployed it to both a Windows server and an AWS Linux based lambda just by configuring the lambda to use a different entry point (lambda handler) than the Windows server.
You can even cross compile a standalone Windows application on Linux and vice versa.
I use a Linux Docker container to build both packages via AWS CodeBuild.
Would you also criticize Python for not being cross platform because there are some Windows only modules?
https://sourceforge.net/projects/pywin32/