I've actually installed Powershell on my Linux PC last year. I daily drive a Linux box, but I sometimes have to interact with my employer's MS ecosystem (that's technically not my job, so running Linux is fine most of the time).
After waiting for the installation to do god knows what for what felt like ever (and I was running an 8 core Xeon with a fast NVMe drive at the time...) I attempted to connect to the Office 365 tenant to do something.
Since it was my first attempt at running this on Linux, I was following along with the MS docs (actual docs.ms, not the TechNet circus) and I started getting uncomfortable with statements along the lines of "this should work". I mean, if you're not sure, who can be?
Anyway, it managed to install whatever libraries it wanted, so I was ready to go. But everything ended abruptly with some "incorrect credentials" or similar. The credentials were, of course, OK (they worked fine in the web-based admin console). But after some digging, it turned out that, contrary to what the MS docs said, you can't connect to Office365 from linux...