While shared memory is a feature in linux, it's mostly used for inter-process communication and isn't something that happens by default with shared libraries.
When a program loads a shared library, it creates a new instance of it that runs in the same memory space as the program.
In the example you're using with KDE, that's actually a system process that your program is communicating with, so it's not quite the same as just loading a shared library (.so). Since new programs can connect to the existing system service, that can end up saving RAM by having a single system program service multiple user applications.
This isn't really any different on Windows where the desktop environment (dwm.exe) is handling drawings and compositing for all user apps.
Edit: Based on the downvotes, maybe I got something wrong here. Maybe someone can comment on what? I'm happy to learn