The feedback I got afterwards was "We're passing on you as your code doesn't compile/run on Linux", a requirement that wasn't specified.
But on a serious note, I really don't understand why they couldn't have written you back and asked if you could make it compile on Linux and send it back.
I have to ask, was there something that implied that it should specifically run on Windows? If I got a software spec that didn't spell out exactly which platforms needed to be supported, one of the very first things I would do would be to ask for clarification.
Of course I'd be a little surprised if they chose to use a language not listed as part of the job requirements but if it looked reasonable it wouldn't stop proceedings.
.NET core changed the ability to make the Windows assumption. Almost everyone has received the memo by now, but there was a period of time between .NET core 1.0 (June 2016) and the release of .NET core 2.0 (August 2017) where the platform was changing so much and the performance wasn't as good as framework that anyone without a simultaneous interest in Linux rightly ignored it. After the release of .NET core 2.0 the entire community began accepting it as a faster platform that runs comfortably on cheaper servers. A larger and larger portion of new projects have been running .net core. Now, with the planned release for .NET 5 next year .NET Framework is dead. However, if you were interviewing with a .NET team before June 2016 even asking the question "What operating system will this run on?" would have been a sign of incompetence. Of course you'll be building .exe and .dll files. Of course the webserver is going to be IIS. Those were the only things .NET was good at building.
It really depends on how you're asking the question. "What OS will this run on?" is going to be perceived differently from "Are you expecting anything unusual like Mono support?".
The OP didn't actually say that this was a .NET application, but if it was the answer to either question would have been important. If the answer had been that the company expected a standard Windows environment, I don't think it's likely that the second question would be perceived negatively.