The docker tools themselves ARE cross platform, but 99% of docker images in the wild are based off Linux, and have ELF binaries inside. Windows does not have equivalents for every single Linux system call. This is why you need WSL.

You can build an image based on a Windows base image, and run it natively in Windows.

Which makes sense, containers aren't virtual machines.

I’m sure it has. Containerd will get Windows support soon. So we will have a Full Open Source Container Engine on Windows. (Remember Docker Desktop is closed source).