Yes, really, Kali Linux is now available from Windows Store
More info here:
https://www.kali.org/news/kali-linux-in-the-windows-app-store/
Also these distros are available from MS store:
Ubuntu
SUSE Linux Enterprise Server (SLES)
OpenSUSE
Kali Linux
Debian GNU/Linux
So I might start to believe the statement “MS loves Linux” after all
They do in fact state that over a quarter of the servers in MS Azure are currently running Linux