"The highlight of .NET Core 3 is support for Windows desktop applications, specifically Windows Forms, Windows Presentation Framework (WPF), and UWP XAML. You will be able to run new and existing Windows desktop applications on .NET Core and enjoy all the benefits that .NET Core has to offer."
WPF, Windows Forms, and UWP are listed under the Windows-Only Desktop Packs section in the diagram.
WPF (and the other UI technologies listed) still rely on a lot of the underlying Windows API. Now that they are open sourced though, someone outside MS can work on a port, though I imagine it will take a non-trivial amount of effort.
The change here is that .Net Core now supports it, but only if you reference the appropriate SDK[1]
Things are a bit more complicated than that, I guess that's specifically why Microsoft is open sourcing "the desktop pack", because it is not multi-platform.
This is where .NET Core gets confusing. They're just able to run on the .NET Core runtime (versus the "full" .NET Framework). WPF uses DirectX heavily, so it's not like Microsoft just ported DirectX to non-Windows platforms.