I doubt it is impossible to monitor WMI from Linux, but I suspect that Nimsoft built the WMI support in the rsp probe using Microsoft-provided libraries. And I am sure it would surprise no one that those libraries only work on Windows.
I share the frustration, but I also think using existing libraries was a good move. The Microsoft libraries are probably the best ones available for WMI too. There is a good chance some open source options exist, but the licensing on those might impact the ability for Nimsoft to use them. (And even when open source licenses would allow this sort of thing, those distinctions can sometimes be complex.) I am doing a lot of guessing here, and I might be less understanding if I were to actually look into what options exist. Ignorance is bliss...or at least less unhappiness.
I would consider this pretty similar to the limiation that the sqlserver probe can only run on Windows. It is possible to connect with SQL Server from Linux and has been for a long time, but it was probably much simpler to code the probe to use the official SQL Server client from Microsoft. (I think Microsoft created an official SQL Server library or client for Linux a few years ago, but that was long after the probe was created.)