Universal/fat binaries made sense on the Macintosh because there is no concept of program installation on these systems. While I think that eschewing installation is generally a better design, one drawback is that if you want to be able to support multiple architectures in one application you have to do the architecture check when the program is loaded.
Central to Linux and Windows is the idea of program installation, either through packages or installer programs. No one is interested in making it so that you can drag and drop items in Program Files or /usr/bin between systems and expect them to run, which is the only thing that using fat binaries really gets you over other solutions.
Nearly all of the commercial binary-only software I have seen in Linux (and other Unixes) uses an installer program, just like windows. There is no technical reason why such an installer couldn’t determine the architecture to install.