I'm a bit of a WSL fanboy, but this is the right advice if you're not a windows user normally.
When it works, it's great, but some things just don't work and you're stuck.
I've found the WSL devs to be fairly responsive, but not to everything.
However, I've found open source projects to be pretty responsive to bug reports of their projects running on WSL; it's far easier for them to support that than support a native windows build.
There are often workarounds for issues, but their coverage is certainly not where we would all like it to be yet.
For the good of the world, I hope no one except Windows has to deal with WSL specific code. When programs start to have to include WSL specific code, the 'extend' part of EEE has begun. While it would be foolish to believe a few programs here and there including support for WSL means doom, it is certainly not the right direction.
Usually it's issues with assumptions about the completeness of the platform; e.g. ZeroMQ assumes that if it's on a UNIX-ey platform it should use UNIX sockets rather than TCP and doesn't check to see if it's actually supported.
I'm not very familiar with OSX, but I'd be surprised if there weren't differences between it and mainline Linux that needed special care and I see this as similar.
When it works, it's great, but some things just don't work and you're stuck.
I've found the WSL devs to be fairly responsive, but not to everything.
However, I've found open source projects to be pretty responsive to bug reports of their projects running on WSL; it's far easier for them to support that than support a native windows build.
There are often workarounds for issues, but their coverage is certainly not where we would all like it to be yet.