That being said Mono supports System.Windows.Forms (the poor predater to WPF) so there's always that. Or they can code against the (now dying?) Silverlight which actually works on Linux ala Moonlight.
But really, the best user experience is the one that feels the most native. So on Mac that would mean building a Cocoa client, on Windows WPF, on Linux Gtk/Qt (but then again who actually pays for Linux apps?)
Going with a one tech that supports it all just has a higher probability of having something that supports everything poorly, instead of something that supports one thing very well.
Despite this oft repeated statement, I have seen no evidence that Linux users don't pay for apps. The only thing saying it does is scare developers away from a perfectly good source of income.
The brains are in the cloud though, apparently.
I only have a handful of experiences with GUI-intensive C# apps on Mac and Linux. They were all flat-out bad, though.
Which ones have you used?
Tomboy
F-Spot
Gnome-Do(?)