Bummer. I thought it'd work. I suppose armoryd could work, although it's pretty out-of-date at this point, not to mention the DB issue. I've also noticed a couple of other odd issues related to where you run things. I'll make a post here if/when I figure everything out.
EDIT: Actually, this does kinda work. You have to install an X server (e.g., Xming) on Windows and then type "export DISPLAY=:0" under WSL before running Linux, but it does fire up the Armory GUI under Windows. This blog post talks about what's going on.
Granted, I don't have this fully running yet, and this isn't something I'd want to run for anything other than debugging purposes! It's still potentially an option if you really need or want it.
EDIT 2: In case anyone wants to play around with WSL, on top of installing everything in the Armory README, you'll need to install autoconf, libtool, python-pip, and pkg-config. You'll also need to use pip to install psutil. After that and the X server redirection mentioned above, you should be able to start Armory. (Whether or not it fully works may be a different story!)