They can't call it that because of trademark issues. Linux is trademarked, so Microsoft can't call anything of theirs "Linux something" without a license, just like third-party software vendors can't call anything "Windows something". However, some leeway is permitted for calling your thing "something for Windows" or "something for Linux".
Someone high up at the FSF called the first WSL "GNU/kWindows". Probably the best name of all.
Someone high up at the FSF called the first WSL "GNU/kWindows". Probably the best name of all.