So on Linux you have SSH (for shell) and X11 Forwarding/VNC for GUI remoting. On Windows you have RDP for GUI and nothing for remote shell.
Now, I know what you're going to say, "WMI" but WMI was never designed for use over the internet. You have to forward two fixed ports and a dynamic range (shudder). Plus it isn't security hardened either by design or through fire.
VPN you say? In theory yes. But the reality on the ground is that for most SMBs they're still using RDP or SSH directly to manage Windows/Linux servers, and if Windows wants to compete (and they are dropping RDP) they need to have an "answer" to SSH.
Essentially they need to take whatever WMI is, wrap it into a secure protocol, and bind it to just a single port, then harden the heck out of whatever process directly runs on that port (before you hit the WMI interface itself).
Or alternatively write an SSH server (literally), and after login redirect input to a Powershell process. Nobody would complain about that (plus free SFTP support!).
PS - I'm totally going to get attacked by "VPN purists" here. But really everyone knows that SSH and RDP is extremely common for SMBs/private individuals. Let's quit pretending that it is not and support the client that actually exists, not the client you wished existed.