It was possible to cross-build Qt5 with MinGW on Linux.
The toolchain information is built into the qmake mkspecs.

With Qt6 users must provide a CMake toolchain file.
Upstream CMake does not provide one.
Maybe we should.

Here's a file that works fine: https://gist.github.com/peterspackman/8cf73f7f12ba270aa8192d6911972fe8