[1] https://en.wikipedia.org/wiki/Architecture_of_Windows_NT
It's heavily marketed as "bash on Windows", and that "bash" is a GNU Bourne Again Shell, a part of GNU Operating System, developed under GNU Project.
Please invest some time to understand what it's about technically.
However, please notice that it's also marketed as - quoting the article - "the ability to run native Bash and GNU/Linux command-line tools [on Windows]" and currently implemented as GNU-based OS (Ubuntu) running on Windows. So - in practice - essentially, it's MS-supported (although hosted by Canonical) GNU on Windows.
I don't care how it's marketed.
Let me remind you that there have been numerous ports of GNU tools for the Windows operating system in the past. This does not allow you to run any more GNU tools on Windows than you previously had.
Therefore, essentially, this is not about "GNU on Windows". This is about running "Ubuntu Linux software on Windows" including, of course, and in addition to numerous other tools, the GNU tools.
Also, the original statement was: "That is just GNU running on the Windows kernel." This is obviously not just that.