Since consoles are real kernel objects since Windows 8 and talk to conhost over IPC anyway, this feature is eminently doable. It's been my top feature requests for years. Nobody's gotten around to it.
Pseudoconsoles would be a bit more complicated than POSIX pseudoterminals because Windows consoles have more features, but the basic concept would transplant beautifully. It'd also make Cygwin a lot better.
I miss working on operating systems.
edit: after rereading my comment and seeing the downvotes, just to clarify, it was a serious, not negative suggestion. :)
Now recommend cygwin.
"The Subsystem for UNIX-based Applications (SUA) is deprecated. If you use the SUA POSIX subsystem with this release, use Hyper-V to virtualize the server. If you use the tools provided by SUA, switch to Cygwin's POSIX emulation, or use either mingw-w64 (available from Sourceforge.net) or MinGW (available from MinGW.org) for doing a native port. " https://technet.microsoft.com/en-us/library/hh831568.aspx
It's not the same as SSH, but then again powershell is not the same as linux shells.