Shellshock allowed an unauthorized user to gain access to a server. It affected many Internet- facing services, which OS did it not directly affect?

Linux distributions ship with GNU Bash and were a primary target of Shellshock exploitation.

Unix systems use Bash or Bash-compatible shells and were directly affected by the vulnerability.

OS X (macOS) included GNU Bash as its default shell at the time and was directly vulnerable.

Shellshock targeted a parsing vulnerability in GNU Bash where specially crafted environment variables could execute arbitrary commands. Windows uses cmd.exe and PowerShell rather than Bash, so the vulnerability had no direct attack surface on Windows systems. Linux, Unix, and OS X all shipped with Bash and were directly exposed.