I am a Windows admin but two of my colleagues who are Linux admins use Linux machines that are running Ubuntu+a few internal tweaks to make it better fit us. The Linux platform is developed primarily by one of the developers at the company and some others (primarily developers) also use Linux. The vast majority of the company uses Windows.
There are also a few hundred Macs.
I have been considering getting our flavour of Linux installed on a VM or maybe even dual booting for testing.
The reason that most companies don’t want you to do that is because they don’t want people running around installing their own OS and doing whatever they feel like on company devices.
Letting people do that would be an IT and information security nightmare.
It’s the same reason that no (sane) company would give local admin privileges to everyone.
The reason why companies generally don’t have an official way to use Linux is because it’s hard to support two platforms simultaneously. Especially when you have, certificate and/or AD network authentication for wireless and wired like we do. You also need to consider how the two platforms should interact with each other. For example Linux devices should be able to connect to the AD domain with Kerberos and need to be able to access SMB shares and probably other systems.
In short it’s more complicated than “just let me try”.