Why would you choose to be Windows native when its much easier to go cross platform starting with Linux?
But in the end, it's not as if Windows is Open Source, and there's no guarantee that WSL will exist in it's current shape forever.
This is actually the whole EEE strategy. You embrace it, as a monopoly you can push your copy over any other, then you "extend" and improve it (so there'll be code which will only work on WSL) and then ... You won.
I see it more as grasping at straws to stay relevant. The Ballmer-era FUD campaign was mostly a failure (and bad PR). "If you can't beat 'em, join 'em".
Microsoft is a large company. In recent years, many *NIX developers joined them. Although I don't have statistics.
Gone are the days where its funny or righteous to bash Microsoft on /. heck gone is /.
Its also not only Microsoft; its Wintel at a whole. Desktop market lost a lot of its relative relevance. Intel is also having trouble with ARM platform [1]. That's not only desktop market. ARM's onto the server market as well.
I'm not really backing the above up with sources and numbers though so take it with a grain of salt.
[1] https://www.fool.com/investing/general/2014/12/02/intel-corp...
https://genius.com/Steve-ballmer-one-microsoft-annotated
Nadella (Pichai is google) is executing the roadmap Ballmer laid.
https://en.wikipedia.org/wiki/Windows_Services_for_UNIX
one could even argue they are somewhere between the embrace and extend phase.