Murex works on a multitude of platforms, including Linux and Windows. But also a variety of UNIXs too.

It was actually first created before Powershell was available outside of Windows. But some of the design philosophies are fundamentally different to Powershell too. For example Murex is designed to work well with POSIX (bar the shell syntax itself), whereas Powershell reimplements most of the stack, including coreutils.