IT departments not worrying much about what you do as the superuser inside a virtual machine that is running only with your user credentials, is one thing. But tell them that you're now going to be installing and running random Ubuntu softwares, not in a virtual machine but natively within Windows, and they will prick up their ears and start to take notice. Even the ones who are alright about what's being installed will want to think about things like control over what packages can be installed and locally-hosted repositories. "So, tell me how I set group policy for your apt-get installer?"
And if that is not a worry, let me relate some personal experience of using the Windows NT POSIX subsystem. Anti-virus programs, particularly the ones with the whizz-o features of "let's check what 'the crowd' said about this program" or "let's run this program for a little bit in my controlled execution environment to see whether it does malware-type things", don't like this a lot. I had to go through the unblocking of "/bin/foo is a rare program" so often, for everything from "ls" to "ftp", that it was in danger of becoming an automatic reflex.
Goodness knows what the likes of DeepGuard will make of programs that use a wholly new set of system call entrypoints into the kernel. (-: