I believe colons being forbidden in filenames is an NTFS limitation and not Windows itself, but the specific whole filenames you can't use are probably part of Windows.

This colon thing has come up for me in the past when giving people access to a GNU/Linux file server with movies stored with colons in the names. I think using SMB or NFS on Windows, the files just didn't show. I refused to rename the directories for this one guy and instead copied the files to a second spot for him to grab. I really appreciate and enjoy putting colons in filenames and would not easily give it up.

WSL2 resolves these issues by creating a virtual disk instead of sharing the ntfs partition with Windows. Frankly though the fact that I had to type that sentence out is ridiculous.

Inside the filesystem shim, WSL will replace forbidden characters with unicode private use characters by adding 0xF000.