It's hardly limited to GNU apps. Most of your Linux applications should work fine on it. I've had no problem with all sorts of non-GNU releases when I use it on my desktop.
>Can you boot directly into Ubuntu desktop without messing with BIOS and UEFI?
No, it is a Linux userland on top of the NT kernel with an emulation layer written to handle all of the syscalls.
It works well. The only really glaring issue is ConEmu and related Windows terminal ecosystem is still hot garbage compared to any Linux or OSX terminal.