DMD produces OMF (Microsoft Object Module Format) object files while other compilers such as VC++ produce COFF object files. DMD's output is designed to work with DMC, the Digital Mars C compiler, which also produces object files in OMF format.
The OMF format that DMD uses is a Microsoft defined format based on an earlier Intel designed one. Microsoft at one point decided to abandon it in favor of a Microsoft defined variant on COFF.
Using the same object format doesn't mean that any C library in that format will successfully link and run. There is a lot more compatibility required - such as calling conventions, name mangling, compiler helper functions, and hidden assumptions about the way things work. If DMD produced Microsoft COFF output files, there is still little chance that they would work successfully with object files designed and tested for use with VC. There were a lot of problems with this back when Microsoft's compilers did generate OMF.
Having a different object file format makes it helpful in identifying library files that were not tested to work with DMD. If they are not, weird problems would result even if they successfully managed to link them together. It really takes an expert to get a binary built with a compiler from one vendor to work with the output of another vendor's compiler.
That said, the linux version of DMD produces object files in the ELF format which is standard on linux, and it is specifically designed to work with the standard linux C compiler, gcc.