So the proper name would be "Windows Linux subsystem", but I concede that it does sound really weird (because both Windows and Linux are the same kind of things, they're OSes).
And of course, if it was named "Windows's Subsystem for Linux", there would be much less confusion, but apparently the English for some reason doesn't use the possessive case here (although that's the perfect place for it) and prefer to use the noun as a possessive adjective.