You were not missing anything. Microsoft 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 Windows Forms and WPF, though it is Windows-only.
.NET 6 will include .NET MAUI, which will support Windows and macOS desktop applications and mobile applications, with Linux desktop applications supported by the community (not MS). .NET 5 will include a preview version of .NET MAUI.
For third-party cross platform options, see other answers.