Though Eclipse is Java based application, however some of its platform module depend on native code, such as native launchers and SWT.
That's why Eclipse provides different distribution for different hosts.
Technically you still can have a portable Eclipse. You can install host specific plug-ins into one Eclipse instance, but it does not have a UI to do it. When launching those Eclipse in a host(AKA linux), Eclipse will not load the plug-ins for Windows.
In a word it could be done, but it is very difficult for normal users. So far I don't know a guide for it.
Just two my cents.