Not only a skill issue, but also a time issue. Our security team is plenty of skill and COULD learn how to manage Linux, but they do not have the time to do so. Everything has to be prioritised and they choose to support Win and Mac and move on to something else.
Honestly WSL2 is pretty good now. I have Fedora running in it and use basically the same config files as my personal laptop. Neovim behaves exactly the same across both. The only problem I have is that CTRL+V get intercepted by the terminal before it get to vim. That means that block visual mode is not available to me.
That and multiple desktops feels REALLY clunky, even compare to Gnome.
WSL is reasonable bearable, you can install Fedora instead of the default Ubuntu/Debian too. My work PC started out on 10 and is now on 11. I think I changed the terminal program, but the one I use may be the default in Win11. Honestly, I think the only programs I run outside WSL are a browser, DaVinci Resolve and Reaper (replaced Kdenlive and Ardour, both of which I prefer).
I am able to use the same neovim config on both my home (fedora) and work laptops, which is pretty handy.
At the end of the day it is their computer, not yours.
It is a VM so fully sandboxed. All the sharing is smoke and mirrors (often in pretty cool ways).
Truth is that security is not OP’s problem. Someone else (likely well above their pay grade) is shouldering that responsibility and they have decreed Windows for everyone.