On the contrary: Docker is currently the best way, bar none, of distributing tools like this one to developers. Kudos to the Super Linter developers for doing this right.
Regarding "cross-platform": Docker for Windows used to be really terrible IMO (relied on VirtualBox, did not translate WSL paths, etc). I never managed to get the networking between VirtualBox, WSL and applications (e.g. Chrome running in Windows) working properly.
Thankfully Microsoft rewrote WSL 2 in a way that makes it work much better with Docker.
I've also had some bad experiences with Docker for windows but that was quite a few (2+ years ago) - since then it's mostly been smooth sailing for me, even without WSL
Having to use docker certainly affirms "I get why it's probably not ideal as a local tool" to some extent, though...