Technically, yes, I could do that - but they made it pretty clear what the company policy is, so I will certainly not download and install third-party software even where admin rights aren't necessary. But of course, the thought crossed my mind, too...

WSL would be a dream, but they said to me that they basically want all machines that they're responsible for to be the same. You see, there are two kinds of sysadmins: those who take their job to be enablers for the rest of the staff (within certain constraints) and there are some that want to make it as easy as possible to themselves, nevermind if that restricts the actual users.