TLDR: It is possible to run only the kernel component of a JupyterLab installation inside Windows Subsystem for Linux, while the JupyterLab server runs on Windows.
Conda made installing Python on Windows easy. All fight-like experiences from the past are gone and by using different environments the whole dependency troubles are also solved. One issue still exists, that a package is only available for Linux (and perhaps OS X), often due to compatibility of the project with a linux-like system only.