I'm going to go with "be normal".
Linux is unusual in a way that Windows is not. In a lot of areas (games, interfacing with weird hardware), Linux uses up one of your three innovation tokens in a way that Windows doesn't. You are likely to be the only person or one of a very few people trying to do what you are doing or encountering the problem you are having on Linux, whereas there is often a much larger community of like-minded people to work with who are using Windows.
Sometimes the reverse is true: have fun being the only person trying to use a new CS algorithm released as a .c and a Makefile on Windows proper without WSL.
But that's kind of why we have Wine and WSL: it's often easier to pretend to be normal than to convince people to accommodate you.