Godot is usually pretty good for exporting Linux builds from other platforms.
The most common mistake I see is when a developer exports the game binary, but not the .pck file (which contains all the game scripts and assets). There is an export preset option for embedding the .pck content within the binary itself, and I think some people turn that on for Windows, but forget that they need to turn it on for each platform individually.
Typically, stuff exported on Windows won't have executable permissions. Users would generally need to enable that themselves, and every now and again, there'll be someone who doesn't know to do that. If that's something you've had trouble with, I've made a tool aimed at helping Windows-based devs manage executable permissions that might be useful.