There is experimental support for MacOS, but it's actually very far along, close to being usable for production if not already.
Linux support isn't very widespread for many cross-platform technologies in the first place, so Electron is the best bet there. Maybe someone will make a react-qt project.
It'd be nice to have a React Native for GTK though. There's https://github.com/Place1/react-native-gtk but it's abandoned. React Native for GTK might get ReactXP natively onto Linux: https://github.com/Microsoft/reactxp/issues/41