WSL serves different scenarios - it is for running Linux software on Windows. It's all or nothing - if you want Linux, you get Linux. If you want Windows, you get Windows. You can't mix and match.

So it doesn't help you if you want to, say, write a cross-platform library in C that needs threads, and that can be used from both Unix console apps and Win32 desktop apps. For that, you actually need a cross-platform threading API. In C++, that actually exists, in form of std::thread and friends. In C, you have to rely on third-party libraries, and those libraries have to wrap the various platform-specific APIs - so your program is only as portable as those third-party libraries. If you could just #include <pthread.h> everywhere, it would have been so much easier.

The IPC communication between WSL and native windows applications is getting better all the time. Along with the filesystem they both share you can use sockets, and named pipes.

Because of fork() you will never be able to arbitrarily use NT objects unconstrained in WSL apps, but there are lots of options. You can launch both windows and Linux programs arbitrarily from the shell now so the decision to choose one or the other is slowly coming down to preference.