Well, I guess it's more that the standard library doesn't have a cross-platform way to access them, not that memory-mapped files themselves can't be done on (say) Windows. It looks like there's a fairly popular 3rd party package that supports at least Linux, macOS, and Windows: https://github.com/edsrzf/mmap-go
Not all filesystems support memory-mapped files equally, and for some that do, the support comes with caveats and could be slower than non-memory-mapped access.