I don't know what you are talking about. Microsoft built a Linux compatible subsystem for Windows and also built (well, acquired) .NET VMs for OSX/Linux. It's trying hard to keep people on the desktop - any desktop.
So to refer back to the top comment we could say that Microsoft is proposing WSL as a cross-platform API for GUI apps.
[0] https://docs.microsoft.com/en-us/windows/wsl/tutorials/gui-a...
On Windows 10, you just need to install your own X server. I'm using VcXsrv with great success to use GUI software running on WSL1.
[0] https://devblogs.microsoft.com/commandline/the-initial-previ...
It does actually although you are correct in your general point.
And, IIRC, .NET Core doesn't support WPF forms for legal/trademark reasons. But other MSFT supported .NET Forms libraries that happen to be API/feature compatible work on Windows/OSX/Linux/Android/iOS.