Shared libraries

It's relatively easy to do that on Windows, as Microsoft controls all the systems. It's not so easy to do that with Linux or *BSD, as there's multiple different forks you have to deal with. Flatpaks ultimately do what Windows does; ship all dynamic libraries with the program. I don't see any reason you don't accept that you can do that with a flatpak.

(Note that most people don't distribute native binaries for Android; the system compiles the APK into a native format. There are a bunch of "binary" formats that may or may not take an installation step, that you can run on different versions of Linux, ranging from well-designed compiled code to any number of interpreters to APKs and JARs. RenPY programmers distribute one binary package for Windows and Linux all the time.)

None of those are proper OSes; a proper OS has no users so there are no problems. Real systems have problems and make compromises. Distributing the same binary to versions of Linux from many times, from many vendors was not one of the driving goals behind Linux, so the compromises it demands weren't made. Note that Windows binaries, include ones built from post-2010 .NET, don't generally run across architectures; ARM Windows will emulate x86 binaries, but the x86-64 emulator is a lot more fragile and experimental, and x86-64 Windows won't run ARM Windows binaries.

So, yes, Linux can do it, using flatpaks or other options, no, Windows can't do it if you want to use a modern Windows SDK and target both ARM Windows and x86 Windows at the same time.