Huh... well, there you go. I could have sworn this worked under Windows, but I just stared at the code for a bit and it doesn't seem like it ever can have.
Under Wayland it looks like it would work if a suitably capable egl is available; under X11 if a suitably capable GLX is available.
It doesn't seem to be used under MacOS, but I suspect it looks like it Just Works because Mac rendering tends to be anti-aliased anyway (guess)
Under Win32 it is not used, I think because the PIXELFORMATDESCRIPTOR mechanism used to request the GL surface does not have a multisample option, basically. Though I may be wrong about that, as ever!
I know I've done anti-aliased drawing in GL on Windows, but that was by dint of messing about with the texture buffer modes and such, once the basic GL Window was created, not by use of FL_MULTISAMPLE.
Which is not really all that helpful I guess.