So you do not support one OS over another? Is it possible to download a current Windows version from the download page? Yes.
Is it possible to download a current Ubuntu version from the download page, even though there is a link to do it? No.
The standard of software distribution works different under Linux and Windows - under Linux, a distribution includes the OS and the majority of the available software - from the same download source - which allows using lots of shared libraries, package managers which take care of dependencies etc.
Under Windows, a 'distribution' includes pretty much the OS, and each software you install you usually install from a different vendor - so software does not make assumptions about shared libs present on your system and is very much distributed in stand-alone mode.
As for pretty much most OpenSource projects, FG does not compile Linux binaries, the distribution managers do - for the set of shared libs specific for the distribution. That means there's a lag between current FG version and what Linux distributions ship - if you want to get the latest, you have to compile yourself against the set of libs available on your computer. Given how much variation is in what libs are available for what Linux, what I compile locally is almost certainly not going to work for you anyway, so there's no real sense in sharing it.
We (the FG project) did not invent this distribution scheme, it's been around pretty much as long as I remember using Linux (SuSE 3.6 must have been the first I've installed).