So it doesn't help you if you want to, say, write a cross-platform library in C that needs threads, and that can be used from both Unix console apps and Win32 desktop apps. For that, you actually need a cross-platform threading API. In C++, that actually exists, in form of std::thread and friends. In C, you have to rely on third-party libraries, and those libraries have to wrap the various platform-specific APIs - so your program is only as portable as those third-party libraries. If you could just #include <pthread.h> everywhere, it would have been so much easier.
Because of fork() you will never be able to arbitrarily use NT objects unconstrained in WSL apps, but there are lots of options. You can launch both windows and Linux programs arbitrarily from the shell now so the decision to choose one or the other is slowly coming down to preference.