Obligatory "concurrency != parallelism" statement; concurrency is fine on both platforms with Python threading in a single process with a GIL; parallelism is less of a done deal.

While it's a very big hammer, consider experimenting with Celery for your parallelism needs on Windows. I've had good results using per-script Celery "clusters" with either a filesystem (on a ramdisk for extra speed) or an embedded Redis backend to accomplish pretty nice bidirectional RPC-ish parallelism. The initial setup is much more complicated than something like goroutines, but once you get it working you can boilerplate it onto other tasks without much trouble.

It still won't save you from memory constraints imposed by the lack of good fork() emulation, though. Hopefully the WSL stuff will either bring better fork() emulation, or allow support for shared memory objects (e.g. multiprocessing.Value) in order to ease some of that pain.