The problem is that the executable file suffix is .exe, while running on Linux. A quick and easy fix is to simply change the suffix to .bin, for example:

exe = executable(
  'main.bin', # Do not use .exe here 
  'main.cu',
  link_args: '-fopenmp',
  cuda_args: '-Xcompiler=-fopenmp',
)
test('simple_run', exe)

Should run perfectly well. The decision to try running an .exe file with mono while on Linux, comes from this exact line in meson.