Much of the Windows compatibility is "just" stable API for Windows controls, GUI event handling loops, 3D graphics and sound (DirectX). Linux has stable API for files and sockets (POSIX), but that's all.
Available API means the whole stack, everything needed to write applications end to end, regardless of their purppose, not CLI and daemons.
And this is what Windows does too really, with MSVC and dotnet and whatnot redistributables. It's just that these things are typically included in the application if you need it.
It's really not that different aside from "Python vs. Ruby"-type-differences, which are are meaningful differences, but also actually aren't all that important.
Got no counterexamples? Then it's not FUD at all, rather a pure truth.