That's the official line, but it's trivial to install an x server on windows, and then gui programs work great.From what I've read about WSL, it's more useful for command line/console programs.
Assuming you don't need alsa or some special kernel module the most likely problem you'll notice is poor IO performance.
WSL is probably a slightly better option in terms of system integration. Or maybe it is possible to share all your Windows drives with the virtualbox client? I haven't tried.Virtualbox or qemu would probably be better options if you wanted the binary compatibility.
Natively porting a bunch of things would be a whole lot of unnecessary work.