C# lets you make very powerful UIs with very little work (thanks to WPF) which most importantly feel quite native. WPF is also the only widespread framework that I know of that lets you have pretty much any kind of control inside another control (well, other than HTML that is -- the problem with HTML is that you lose the native feeling).

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.