You’re right. It seems that you need the “OpenThread Border Router add-on”:

https://www.home-assistant.io/integrations/thread#to-make-home-assistant-your-first-thread-network

https://support.nabucasa.com/hc/en-us/articles/31347105826077-Forming-a-new-Thread-network-with-Home-Assistant-Connect-ZBT-2

I’ve dont know the answer to your question, but I’ve just read that you can run into problems with the hardware running under docker: https://meow.social/@SebinNyshkim/115589684927757960

Although, it’s kinda ironic that Windows, a fully closed environment, is less restrictive in terms of app dev and distribution, […]

I think the reason for this is mainly historic.

When everything goes to shit in a few decades because of global warming, they want to hold all the cards.