Well, it's surprising. You can create those files from WSL, but you cannot create or delete them from Windows, that just make no sense. It's more like MS doesn't care to fix those issues. There is no DOS layer anymore in Windows 10 or 11.
Well... if it's about complex scripting, you have Python or Perl whose are standard, well integrated, lightweight, powerfull and preinstalled on Linux.
If it's for a day to day usage as a shell, bash / fish / zsh... are more concise and faster.