As I get this with my humble knowledge on this, Windows will always translate the permissions of the file to those common in Windows. This isn't necissarily problematic given that Windows has a different security model then Linux and if you use a strong Windows password to defend your files and are protected under Windows defender (which includes a firewall, IIBA, a brute force attack prevention mechanism).
So basically, to solve this just copy your private key from the backup in Windows, to WSL, change the permissions there (chmod 600), and work with the WSL copy.
More information on permissionioning Linux private keysMore information on permissionioning Linux private keys.
