Maybe on Mac.
Linux people are used to having to keep track of which dependencies they need for a particular application. No sense burdening people who already have it installed, or need to install some weird fork version because their rig is made of two laptops with no hard drive.
Not all Linux people are used to that. I find it annoying sometimes, when I cannot install a package normally (using apt-get), that I have to install all of the dependencies. There are people, who are fresh off of WIndows, switching to Linux, who would find all of this confusing. No matter what OS somebody is running, it is going to be easier for the person running it to just have it bundled, instead of having to download/install Mono, and then download/install MonoGame.
Ahem...
What I meant by a bundled version, is a version that doesn't need to be installed: You click on a script or a binary, which calls the bundled runtime with the executable as the target, and it runs the game with the bundled Mono runtime. The point would be so that people don't have to worry about the dependencies, no matter what OS they're on. Additionally, the main EXE would be available, in case the person running it wants to use their own version of MONO/MonoGame.
You could also include just the MonoGame library with the executable, so that the game doesn't need to install extra libraries. Or just do none of these things. Depends on the amount of time you are willing to spend on trying to make things work.
Keep in mind, I'm just throwing ideas around now. However, that's the beauty of experimentation: You play around, and see what works. I will see what I can do after I try porting a game with available source code based on XNA that is available online.
Wow. I've started typing big responses. I'll just go now...