Renpy is based off of python and, in fact, includes it's own distro of python. Python is installed *by default* on all, as far as I know, distros of linux. In fact, a lot of the linux core applications (sound setting gui, bluetooth managers, some network managers, etc.) REQUIRES python. It runs natively on all linux distros and only windows machines (and maybe some kinds of mac OS) needs special compilers/interpreters of python to be installed separately. If you run a vm to run a renpy game, you're essentially running a virtual machine of linux on a linux machine.
The game runs just fine on linux. If it's not running for someone on linux, unless they messed up their distro, it's a pebcac error.
I'd be happy to help if they provided more info than "it no work."