Linux doesn't have DirectX, because it's a Microsoft product. It has OpenGL, which is functionally equivalent, but you can't easily take a DirectX game and turn it into an OpenGL game.
What does Linux lack that makes for games in Windows better. I read that it had something to do with 3d support among some other areas. If Linux developers incorporated 3d support right inside Linux that would eliminate the need for things like wine right? Or am I missing a much larger picture here.
This although any cross platform game on PS3 has an OpenGL Ex version.
Also, Windows has much better driver support from video card makers.
Also, most developers are simply more familiar with making Windows applications.