In cygwin and OSX Terminal there are commands to open a file or location outside the CLI, eg:

open .
cygstart .

...both of which will open the current location in the file explorer. I'm less confident that xdg-open is a direct equivalent as I'm not as familiar with linux; but I believe it does the same thing.

This is really useful, particularly as you do need to know where files actually are for various reasons. eg. back up the files or edit files with a GUI editor (really common workflow on OSX).

After all it's not exactly intuitive that
/home/<wsl username>
maps to
C:\Users\<windows username>\AppData\Local\lxss\home\<wsl username>
:)

In essence this is asking WSL to be able to launch a windows process; which I know may contradict some philosophical boundaries. But if we just wanted an isolated virtual machine we'd be running that - what devs want from WSL is a properly *integrated* bash shell. This would also tie in to features like Sublime Text's "subl" command.