Yes, they knew that, you described it fine. They were asking if Window's equivalent, PowerShell or CMD is preferable. Though they fail to realize that most Windows users will never need to use either of those tools under normal operation, even if they could choose to use them to simplify some tasks. The terminal in Linux is encouraged, whereas equivalent(-ish) tools in Windows are optional and really only required for Sys Admins.
Depending on your Linux distro you can manage entirely without using the terminal, there are plenty of graphical package managers. My point is that if you do need to do command line stuff then a bash terminal is much more user-friendly than the horrors of cmd or powershell!
Oh, I'm certainly not arguing with you. I have to use Windows for work and hate it. Been daily driving Linux for years on my own PC. I should find out if I can get WSL up and running on my work machine. I've been contenting myself with git bash thus far. PowerShell is at least better than CMD, but truthfully I've never really put the effort in to learn it properly since I very rarely need to do anything complicated on the command line in Windows.
I'd definitely recommend WSL, wasn't to hard to set up on my own machine so unless you've got a locked down work machine then probably worth the effort
Funny thing just happened. Started working on a new project at work and in order to get properly set up I have to get WSL up and running. How convenient, and more than a little coincidental with the timing.