I've used Windows for a few years. I've had bugs and issues that would never get resolved but all in all it's not a big deal. Tensorflow + C++ + Windows was a nightmare but now I use pytorch->onnx and run onnxruntime in c++ and have no problems.

Haven't tried wsl. I have it setup and I use it to test builds because we are switching to linux at least on the production side so our code compiles for both windows and Linux.