I've heard devs say that Linux users come up with something like 90% of the bug reports. They're often bugs that only affect Linux,so you've got, say 10% to the player base reporting 90% of the issues, and about 85% of those issues only affect the 10% of the player base.
Simply from an economics standpoint it doesn't make sense to spend that much resources on such a small percentage of the player population. Additionally about half of those Linux users do have Windows computers, that they are prepared to buy your game on, if that's the only option. So again it makes no financial sense to actually support Linux.
As far as the studios see it they are taking a 5% cut in profits, in order to reduce workload by 85% - seems like a good deal.
I can't even really argue with that, because they make a good point. Indie devs have it even more difficult because they often have much smaller teams, and really can't handle the workloads that Linux users would give them.