From SQL Server 2022 you will be able to do
SELECT Value
FROM GENERATE_SERIES(START = 1, STOP = 100, STEP=1)
In the public preview of SQL Server 2022 (CTP2.0) there are some very promising elements and other less so. Hopefully the negative aspects can be addressed before the actual release.
✅ Execution time for number generation
The below generates 10,000,000 numbers in 700 ms in my test VM (the assigning to a variable removes any overhead from sending results to the client)
DECLARE @Value INT
SELECT @Value =[value]
FROM GENERATE_SERIES(START=1, STOP=10000000)
✅ Cardinality estimates
It is simple to calculate how many numbers will be returned from the operator and SQL Server takes advantage of this as shown below.

❌ Unnecessary Halloween Protection
The plan for the below insert has a completely unnecessary spool - presumably as SQL Server does not currently have logic to determine the source of the rows is not potentially the destination.
CREATE TABLE dbo.NumberHeap(Number INT);
INSERT INTO dbo.Numbers
SELECT [value]
FROM GENERATE_SERIES(START=1, STOP=10);
When inserting into a table with a clustered index on Number the spool may be replaced by a sort instead (that also provides the phase separation)

❌ Unnecessary sorts
The below will return the rows in order anyway but SQL Server apparently does not yet have the properties set to guarantee this and take advantage of it in the execution plan.
SELECT [value]
FROM GENERATE_SERIES(START=1, STOP=10)
ORDER BY [value]

RE: This last point Aaron Bertrand indicates that this is not a box currently ticked but that this may be forthcoming.