They do provide direct support to the team who does build it for Linux, but can you really blame them for not doing it themselves?

It's a client side library. nix is predominately used in the server space. The market share isn't large enough. Besides, a significant number of nix desktop users hate Microsoft already and would refuse to install it on principle. Maintaining support for an additional platform is expensive. And even if they did officially support it, what's the point? Mono is actually quite capable if you exclude the Windows specific libraries (which Silverlight already does, even on Windows).