Ah, the naive questions of the inexperienced ASP.NET dev who equates Webforms to Windows.forms

ASP.NET just generates (X)HTML, the HTML for a radio button is: <input type="radio" />, according to the W3C HTML Forms module specification, it is up to the browser implementation to render them appropriately; usually using native OS widgets. Obviously, UNIX browsers render it differently to Windows browsers.
Please think of ASP.NET in terms of the HTML generated, rather than how it looks in a specific browser on a specific platform, you do no-one any favors that way.