Question at certificates

Hi, I'm a little bit confused, I configure radius with self signed cert, peap+mschap, so if I tried to connect with an android or apple device I get the question if I want to accept the server cert, thats ok, but with windows or linux I get the error that there is no cert, but it still works, why these clients don't download the cert? I can manually add them sure but why is that so different? Thanks