Directories can have spaces in their name on other platforms too. On Linux, you can set the XDG environment variables to whatever you want, so eg. instead of using ~/.config for config files, you could use ~/My Config Files
Is it a good idea? No. Should every well-behaved app handle it? Definitely.
To be fair, those Windows directories might have a space in them and break things anyway.
Directories can have spaces in their name on other platforms too. On Linux, you can set the XDG environment variables to whatever you want, so eg. instead of using
~/.config
for config files, you could use~/My Config Files
Is it a good idea? No. Should every well-behaved app handle it? Definitely.