Different sense of "platform". The point is that Java SE runs on many different OSes and architectures in write-once-run-anywhere fashion, including GUI applications. We've yet to see whether .net can deliver that.
Even Java SE needs testing and often dev work on a new platform. It's possible to write C or Java code that's cross platform, but that's not the default.
It's a lot closer to the default with Java SE. I've seen a fair few Java programs work first time on platforms they weren't tested on - as long as it doesn't access the native filesystem with windows-style paths it tends to be fine.