Common misconception. You can cross-compile from Linux or MacOS. For testing, yes, you'll need a copy of Windows, which you can easily run in a VM.

Technically, you can run a MacOS VM on Windows, also, but it isn't an easy process, and many would give up.

Sure. But what are you running linux on? Pencil and paper?

Seems like, if we follow your argument, the Mac is the best purchase because we can develop for all platforms on it.

Your argument, fundamentally is "I bought the wrong computer." Or as you put it, "I already bought a PC and I don't want to also buy a Mac". That's very different from "Mac is too hard to develop for because you need a Mac".