I've tried it (using xming), and gazebo just crashes immediately. It's not even because of graphics, but instead because WSL's networking stack sucks
Code:
[Err] [Connection.cc:738] EXCEPTION: Unable to get local interface addresses
[Err] [Connection.cc:738] EXCEPTION: Unable to get local interface addresses
Gazebo multi-robot simulator, version 6.6.0
Copyright (C) 2012-2015 Open Source Robotics Foundation.
Released under the Apache 2 License.
http://gazebosim.org
getifaddres: Invalid argument
[Err] [Connection.cc:738] EXCEPTION: Unable to get local interface addresses
terminate called after throwing an instance of 'gazebo::common::Exception'
I bet if the networking problem were solved,
then it would crash because of graphics