Ruby isn't optimized to run on windows, so even commands that don't leave your machine will end up taking longer to run like chef generate cookbook takes about a minute to run on windows as opposed to almost instant on my Linux workstations. I have been looking into it and everything I have found on the topic basically says that is just how it works.
I’ve actually tried that, and running Ubuntu inside of Linux for Windows I saw no performance improvement when running knife/chef commands. Yet spinning up an actual Hyper-V guest actually running Linux performs as expected.
So in short the quasi Linux option isn’t a viable workaround.
I haven't tried this myself, so I'm guessing here, but... When running in Windows Subsystem for Linux, check your path - make sure you're executing Linux versions of knife/ruby/etc and not the existing Windows ones.
If you're hitting the Windows executables, then yes, they'll be just as slow.