Skuzzy - most of companies that provide Linux support test it on two three distros (or even one). But if it runs on them than you are able to run these binaries on most of distros.
(ok - probably you can't run 3D game on Damn Small Linux - but it was not build for this)
There are lots of companies that provide sucessefully closed source SW for linux - without problems.
Anyway - most of games that support linux work this way and work absolutly well and all runs out of box or with very little effort.
The reason there are many distros is very simple - there can be many distros and anyone chooses what it needs. From the application - you need to tell I need libraries XYZ with following versions. Each distribution has tools to install these libraries (sometimes yum, sometimes urpmi, somtimes apt, sometimes yast, sometime emerge or packman or even simple rpm/deb/tgz or even build form the source) - however you should not know how small-2-users-distro-that-you-have-never-hear-about-it provides these libraries. You do not care of this - if the user knows how to install them or he knows where to find a help.
About TW - I just want to tell a simple thing - the developers have no idea what linux is and how to build programs for it. (You could run the TW about a two years ago with problems but it is very hard to run it on modern distro). If they build their binaries a two years ago with tens of absolutly legacy libraries don't expect them to run on modern distro. This is not the same for AH because it has frequent releases and it can be close to mainstream.
Compiling the kernel, no matter what the linux fans say, is not an easy thing.
Do you know how to compile a kernel? I don't! (and I use linux for loooong period and I can tell that I'm experiensed user).
There are
lots of prejudice in all connected to linux because people do not use it as main desktop so they don't know how the things work (well).
Anyway... I think the future is in multiplatform software and games. One OS can not control all the desktop market forever.
However Skuzzy - it is up to you - support Vista or Support Linux