Isso é normal, de acordo com o funcionário Blog da WSL:
Interoperability with Windows
While VolFs files are stored in regular files on Windows in the directories mentioned above, interoperability with Windows is not supported. If a new file is added to one of these directories from Windows, it lacks the EAs needed by VolFs, so VolFs doesn’t know what to do with the file and simply ignores it. Many editors will also strip the EAs when saving an existing file, again making the file unusable in WSL.
Additionally, since VFS caches directory entries, any modifications to those directories that are made from Windows while WSL is running may not be accurately reflected.
Para acessar arquivos do Windows a partir do WSL, você precisará passar por /mnt/c/Users
ou algo semelhante.