Dual booting/VMs might not be practical or worth the effort if you're a gamer or work in one of these fields: mechanical/electrical engineering, firmware, lab or factory automation, architecture, etc.
Edit: the part about how annoying it is to set up an embedded dev environment may not be true anymore with Windows 10’s WSL (I haven’t tried it)
WSL is great although I often prefer to SSH into a VM or run a docker container (in a VM). There are still some lingering performance problems with filesystems that they haven't solved yet though (partially solved by using VMWare for my own VMs).