It's uncommon on Windows for applications to use a third party certificate verification library because Windows provides an API that does it. On Linux, you have no choice because all the platform provides is a bundle of PEM certificates.

> uncommon on Windows for applications to use a third party certificate verification library

I bet you have at least one copy of OpenSSL on your Windows system, probably multiple. Using the Windows native APIs is work. OpenSSL just works everywhere.

(Also, "the platform" doesn't technically even provide the cert bundle, depending on exact distro & packages.)