I'm sorry to hear that you feel you were duped into thinking that Cogs would run on Linux, but the minimum specifications are listed at all commercial distribution sites. Part of the reason we release such an extensive free demo is so that players can easily make sure their hardware meets the minimum requirements before they buy the full game.
Like you, I'm not thrilled with how certain graphics APIs limit you to specific platforms, and while I am personally an OpenGL fan, I chose DirectX so that i have the option of porting the game to Xbox 360 in the future. At this point, the game now runs on OpenGL ES for the iPhone, so that means that an OSX and Linux port may be on the way.
Unfortunately, there are some implications to being a company with just two employees. The first implication is that I don't have nearly as much time to code as I would like to. Even if I had used OpenGL for the original version of Cogs, porting to Linux takes time. Secondly, to keep my little company afloat, I need to be practical in reaching audiences that can provide a revenue stream. Historically speaking, Linux users don't purchase a lot of games. That may be, in no small part, because they think all software should be free. And let's be honest -- since I distribute Cogs without any DRM, getting a pirated copy is trivial for a savvy Linux user.
Hopefully I'll eventually have time to release a Linux version, at which time maybe you'll get an opportunity to prove me wrong about Linux as a revenue source. That would be wonderful and might really shift the indie gaming landscape

- Rob
Founder, Lazy 8 Studios