I'd rather use Linux versions even if there is a Windows version just for sane package management.
I don't know about alternatives (it seems Cubase is a proprietary one), but Rosegarden [1] is a GNU/Linux "audio and MIDI sequencer, scorewriter and musical composition and editing tool" that does not seem to have a Windows build (a maintained one anyway). It's a great app, I guess it could convince a musician to use Linux for some music-related activities.
I don't know if it runs (well) in WSL (1 or 2).
Rosegarden aside, I'm not sure there is a single app I use regularly that absolutely can't run on Windows (some can run on Windows (and Mac), but probably run way better on GNU/Linux, like the Kate editor, and Clementine seems to have a spotty Windows support too).
The main one is sublime merge since, while i can access my wsl repository form windows, doing so is very slow. instead i have smerge on both windows and linux to access the respective filesystem.
I admin it is a bit confusing at times...
Feels odd to run another entire OS just for a terminal application, but here we are.