NTFS absolutely supports case sensitivity but, presumably for consistency with FAT and FAT32 (Windows is all about backwards compatibility), and for the sake of Average-Joe-User who’s only interaction with the filesystem is opening Word and Excel docs, it doesn’t by default.

All that said, it can be set on a per-directory basis: https://learn.microsoft.com/en-us/windows/wsl/case-sensitivity

Just to add to the info so far: while you’re spending the effort doing a migration it’s worth going the extra few steps and moving to their Docker image. It’ll make any future server moves a doddle, not to mention updates etc.