Earlier quoted context omitted.
This github issue in interesting: https://github.com/microsoft/WSL/issues/2886 It sort of hints that you could coax LxssManager.dll into running an elf binary without WSL itself really running. Though you would need to do some things to make lxss happy, so it's not trivial.
But there's no advantage to starting with a Windows binary and executing a Linux binary just to have it execute a Windows binary again. You may as well just start with the final payload if you are already able to run code in Windows, there's no point invoking WSL in that scenario at all. I am pretty sure the attack scenario imagined here is regarding Linux binaries executed in WSL by the user or other software inside…
That might be an advantage. You have full access to windows files, etc, from WSL.