In present day yes, but 5-10 years ago when you went to download the client their web interface didnt know what OS you were running, it would prompt and ask you to download either the .dmg or .exe
Anecdote: Sometime last week, I was given a Skype for Business link to login from my Linux laptop. Since regular Skype works fine on my Linux laptop, I thought this would be ok. Wonder of wonders, it wanted me to download and install an MSI :)