"Am I imagining stuff and this is the correct behaviour?"

Yes, it is, both on Windows and Linux. Thanks to phd's comment I remembered why I thought it should ignore such folders: I created a virtual environment with python -m venv .v and git ignored it, so I thought that it ignored it because the name started with a period. I didn't take into account that venv itself created a gitignore file with a * which ignored the whole directory, hence it wasn't showing on git status. So yes, I am imagining stuff.