There’s really nothing preventing that now. Used to be you just forwarded X (mobaXterm is great); looks like there’s an MS offering now.
As for Linux-exclusive games, there are some (eg this publisher) but really only because no one has bothered to make a Windows port. tbh you could probably get them running on macOS without much trouble because the toolchain’s all the same.
I think it’s a terrible decision because of this. The whole point of hubs is to get players together and interacting. Putting AH and mail around hubs requires many players together. Giving folks a mount means the hubs stop being hubs and contributes to the continued decay of the multiplayer aspect.
Take this with a grain of salt. When I last played hubs still mattered. If that isn’t currently the case this is just old fart complaints.