In Windows, everything is part of the operating system. You just set the window flags, you just beep the audio, you just send WM_CLOSE, you just disable MouseKeys. In Linux, everything is a specific program, with a name, and with commonly used alternatives. Your program to move a window to a particular location must be compatible with the program for having windows at all (X or Wayland), the program for laying windows out (dwm? KWin?), and probably the program for the desktop (GNOME? KDE?). The net effect is one where a user is probably able to write their own AHK-style scripts, but sharing them around is basically impossible, and figuring out what to do is much harder due to navigating a forest of tool-specific documentation.
Why is that? Is there something about Linux that makes it difficult to do all the stuff AHK can do on Windows?