That is the point that I was trying to make: I used to work on Linux and spinning up a virtual machine to run the Windows tools (USB was also a pain with that).
But now, thanks to WSL I have turned that around. I now run Windows so I can run the windows-only debuggers natively, and still have all the unix tools available through the WSL CLI.
Admittedly I do not do much embedded development anymore, but I'm pretty sure I could launch Windows ICD tools from the WSL CLI.