I finally managed to run Unity inside WSL, this shows that is fully capable of running an entire Desktop Environment, there is some issues with dbus and sometimes VcXsrv crashes, also you can't logout and the only way of exiting is closing compiz.

The fix for dbus is from Reddit Link to post.

EDIT: Images for running in comment below.

The only programs that can be opened are in the panel and there is no way of opening the terminal inside unity, for do this you need to open another bash in Windows, export the display and run gnome-terminal, after that the terminal will show up so lock that in the panel for future use.

EDIT 2:
This not applies only for Unity, I also tested xfce4 but in this case only the dbus fix is required for running but this has more bugs.