Because writing a plugin for a 3D API is quite basic effort in the grand scheme of what a game engine must provide.

Scenegraph, assets management, scripting, fonts, 3D models, shader debugging, a myriad of visualisation algorithms, sound,game devices integration, networking, GUI framework, artists tooling, game designers tooling,...

Note that Unreal supports Linux, and even so, very few studios using Unreal bother to sell to Linux users.