One serious advantage to WLS over a VM, is you don't have yet another layer of NAT at play... That's the biggest one to come to mind... you also don't have a fully linux system spun up to work on a few tasks in a bash prompt.

Don't get me wrong, I've been fine using a "remote" VM machine locally for linux, and a lot of my work the past few years has been that way (CIFS in the VM, to run a gui editor on the desktop), but to be able to run closer to native is a good thing imho... hopefully it stays well supported.