From What is the purpose of the _chkstk() function?:
At the end of the stack, there is one guard page mapped as inaccessible memory -- if the program accesses it (because it is trying to use more stack than is currently mapped), there's an access violation.
_chkstk() is a special compiler-helper function which
ensures that there is enough space for the local variables
i.e. it's doing some stack probing (here is an LLVM example).
This case is Windows-specific. So Windows has some solution to the problem.
Let's consider the similar conditions under Linux (or some other Unix-like): we have a lot of function's local variables. The first stack variable access is behind the stack segment (e.g. mov eax, [esp-LARGE_NUMBER], here esp-LARGE_NUMBER is something behind the stack segment). Is there any features to prevent possible page fault or whatever in Linux (perhaps other Unix-like) or development tools like gcc, clang, etc? Does -fstack-check (GCC stack checking) somehow solve this problem? This answer states that it is something very similar to _chkstk().
P.S. These posts 1, 2 didn't help a lot.
P.P.S. In general, the question is about implementation differences between OSs (foremost Linux vs Windows) approaches of struggling with huge amount of stack variables, that climb behind the stack segment. Both C++ and C tags are added because it's about Linux native binary producing, but the assembly code is compiler-related.