They're not just running side-by-side though; the Linux kernel is virtualized, with Windows being the ultimate authority. WSL gives you a little box of software

They're not just running side-by-side though; the Linux kernel is virtualized, with Windows being the ultimate authority. WSL gives you a little box of software freedom, but outside that box the usual rules apply: you're not allowed to look and you're certainly not allowed to change how it works. And Windows can collect whatever telemetry it wants on the running Linux instance, if MS chooses to do so.