What I've found to be most alien to people used to bash is that Powershell is fundamentally different because of its object-passing style instead of dealing with text streams, usually once someone gets a grasp on this their experience using powershell improves significantly

About WSL, you're right: if you only use WSL it doesn't make sense to use Windows, but it's a good compromise for anyone who needs both at the same time (at least it's a better compromise than a VM)