Indeed, on Windows there’s no need for that library. But on Linux, none of that is available.
I have used C++/CLI long ago for a couple of minor things, and I didn’t like it. The two runtimes, C++ and .NET, are interacting in a weird way, I got an impression it combines worst parts from both C# and C++ languages.
I prefer IUnknown-based COM interfaces ever since. With some care about API design, C# side of the interop is only marginally more complex that it would be with C++/CLI, but unmanaged side is much easier in regular C++, without the CLI.