You were not missing anything. MS shipped no reasonable way to create GUI applications directly using .Net Core until .Net Core 3, though UWP (Universal Windows Platform) is partially built on top of .Net Core.

.Net Core 3.0 includes support for Winforms and WPF, though it is Windows-only.

.Net 6 will include .Net MAUI, which will support Windows and macOS desktop application and mobile applications, with Linux desktop applications supported by the community (not MS). .Net 5 will include a preview version of .Net MAUI.

For cross platform options that have come up in the past 2 years, see other answers.