If you only need the basics, you can also use GNOME's msitools[0], which use the same XML format as WiX but don't require Windows to build the MSI package.
Is it? All I see about platforms in the release notes is in the context of different processor architectures.
To run WiX you would presumably also need the Windows Installer libraries that are part of Windows, which I suspect are not cross-platform. Msitools uses Wine's implementation instead.
[0] https://wiki.gnome.org/msitools