but why it only for Windows?
Because the UI is implemented with MFC, which is not a cross-platform UI tookkit. There were practically no good cross-platform UI toolkits available in 1997 when MPT was first released. Recreating the entire UI with a different framework is a lot of work. Eventually it may be done to make OpenMPT cross-platform, but it will take a long while still.
OpenMPT runs nicely on Wine, so it can be used on Linux and macOS without much loss of comfort.
