Just keep in mind that this sounds like it's running a lightweight VM of some sort - the bash window cannot run or interact with Windows programs.
I wonder what the technical reason behind this is - as far as I understand their approach, this is more of a syscall translation thingamajig than a lightweight VM like CoLinux. There's probably still some kernel object translation going on as well (like file handles) which might complicate windows<>linux communication, and probably some security concerns as well.
From this article: (emphasis mine)
http://www.zdnet.com/article/ubuntu-not-linux-on-windows-how-it-works/
How the heck did they do that? First, Ubuntu parent company Canonical and Microsoft will be running it not on Linux in a container or virtual machine (VM), but on Windows native libraries and programs: Windows Subsystem for Linux (WSL).
WSL was quietly placed in the Windows 10 (build 14251) code in late January. A few days later, a developer worked out that two new subsystems lxcore.sys and lxss.sys, could be bridges for Windows programmers to develop Linux applications. The developer was half right.
...
"A team of sharp developers at Microsoft has been hard at work adapting some Microsoft research technology to basically perform real time translation of Linux syscalls into Windows OS syscalls. Linux geeks can think of it sort of the inverse of "WINE" -- Ubuntu binaries running natively in Windows. Microsoft calls it a "Windows Subsystem for Linux".
Recall that Wine is a recursive acronym for "Wine Is Not an Emulator", so no, it's not a VM sort of thingy, but definitely a translation layer. I was wondering why they targeted specifically Ubuntu, I mean you gotta start somewhere, but...

Looks like the article mentions that it's to provide maximum compatibility with their Azure cloud services, upon which the most popular Linux distribution is Ubuntu.