It runs, it dumps output correctly, but can't pull the info for windows, so the output is as follows:
root@SQUISH-PC:/mnt/c/Users/Squish# sudo ethtool eth0
Settings for eth0:
Cannot get device settings: Invalid argument
Cannot get wake-on-lan settings: Invalid argument
Cannot get message level: Invalid argument
Cannot get link status: Invalid argument
No data available
Addendum: Output is the same running bash on elevated cmd prompt.