Then they get bad press for cheaters using Linux or whatever due to some bug they easily could’ve caught during the QA they didn’t do. So they either need to scramble to fix it, or pull Linux support and block those older versions from connecting.
All of that is worse than never supporting Linux in the first place. So if they’re going to support it, they’re going to need to do proper QA and get their support staff trained to deal with Linux issues.
A smaller studio or something with SP only mode can get away with it, but it’s a lot more tricky for big MP games.