Windows actually does require this, which is why applications tend to ship with (or otherwise require) some kind of C(++) runtime, like those provided by MSVC or MinGW. Some rely on these being installed separately, while others include them as part of the app's installation process. Same deal for .NET. I haven't done enough macOS development to confirm or deny, but I'd assume the situation is similar there, too.

The actual difference is that Visual C++ and XCode (presumably) automate most or all of this, since this is the standard way of compiling and distributing applications for those platforms. In contrast, Linux development tends to revolve around software that can be recompiled for each distribution, so the tooling is going to be optimized around a workflow of relying on system-wide libraries and binaries and other data managed by a package manager.