Both Windows (Win32 API) and OS X (Cocoa) have their own APIs to handle windows, events and other OS stuff. I have never really got a clear answer as to what Linux’s equival
Wayland is also worth mentioning as it is mostly referred as a "future X11 killer".
Also note that Android and some other mobile operating systems don't include X11 although they have a Linux kernel, so in that sense X11 is not native to all Linux systems.
Being cross-platform has nothing to do with being native. Cocoa has also been ported to other platforms via GNUStep but it is still native to OS X / macOS.