`ln -s` inside WSL *does not* create Windows symbolic links; they are only made with mklink in cmd.

link.sh

#!/usr/bin/env bash

variant="${1:-retail}"
wowdir="/mnt/c/World of Warcraft/_${variant}_/Interface/Addons"
wowdirWIN=$(wslpath -w "${wowdir}")

# TODO: magic filters to only link addons that apply to the current variant?

mklink () {
        if [ ! $# -eq 2 ]
        then
                echo "mklink requires two arguments"
                exit 1
        fi
        # mklink /D Destination Source
        cmd.exe /c "mklink /D "$1" "$2""
}

for i in ./* ; do
        if [ -d "$i" ]; then
                addon=$(basename "$i")
                if [ -e "$wowdir/$addon" ] ; then
                        echo "$addon already exists"
                else
                        mklink "$wowdirWIN\\$addon" "$(wslpath -aw $addon)"
                        #exit 0
                fi
        fi
done

Yes, this was still more appealing to me than writing a batch file.