In short: because there isn't one Linux, every install can/will differ from another.
I am not a game developer, but this is how I understand it:
There are many differences between rolling, stable releases, which kernel you use, which packages (and version of) you have installed, which window manager or desktop edition you use... All of those factors make it harder to just say "we support Linux"
On top of that, a lot of rolling is greater towards windows users and DirectX. So game developers can create a game quite easily to run on windows, and be quite certain it will run on most windows PCs. But to be able to make it run on Linux, they have to possibly use older features of a specific tool, or another one which does not have all the easy hardware access necessary to make their game run at all, or perform very poorly.
On top of that, Linux gamers are still a very small market share, it has increased with the steam deck, but the amount of console and windows users still far outnumber the Linux ones. So why bother with all the trouble for such a small part of the market?