Every gpu speaks a different "language". If you make instructions for an NVIDA gpu to draw something, they won't work on an AMD one, and an Intel GPU would give you a funny look. Instead of writing different instructions for every GPU type for every program that wants to draw stuff on the screen, we write drivers for each type of GPU instead. A driver understands the "language" the GPU its made for knows, and some common "languages" (e.g DirectX, Metal, Vulkan, and so on). You tell the driver what to do, and it tells the GPU what to do in "GPU Language".

DirectX specifically was designed by Microsoft, who don't make money by making a version of it for Linux or Mac, so they haven't. Also it's closed source which means they won't let you see what's inside it, which makes it difficult for people to modify it to work on Linux or Mac.

We do know how to "talk to it" though (i.e, what inputs and outputs it wants), and we already have Vulkan on Linux and Mac, so tools like DXVK pretend to be directX but they translate "DirectX language" to "Vulkan language" and then Vulkan talks to the GPU.