Same here! I remember I found it such a pain that the embedded toolchains were mostly exclusively for Windows. I dabbled around with cloud9 IDE for a bit, but it wouldn't fit my workflow.
Nowadays the WSL basically made Windows my all-in-one development environment. My stack is WSL, docker and Jetbrains IDEs (but the latter is just a matter of personal taste). I haven't touched my Linux desktop in over a year.
Personally, for my workflow, I no longer see a benefit in running a cloud IDE. But maybe that for junior or aspiring devs a cloud IDE will make it much more easy to get started.