WSL serves different scenarios - it is for running Linux software on Windows. It's all or nothing - if you want Linux, you get Linux. If you want Windows, you get Windows. You can't mix and match.

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.