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Sorry, I don't know the answer to "remove this *in Windows*", and this is too long for a comment.

The root cause is that Linux gives the user more power in working with files, and Windows is less permissive. In Linux, you can put pretty much anything in filenames other than `/`. In Windows, many other things like `:` are arbitrarily forbidden (because Windows wants to reserve those for special use). But Windows never had a robust file handling logic, so it does not deal gracefully with its assumption being validated. Their engineers assumed that if you just block those file names in the Windows UI, that guarantees they'll never exist, and for some reason never considered that another system like Linux (or even a Windows virus) could create these.

Actually, they probably anticipated a problem like this with Linux, and deliberately left it there. The hope is that less knowledgeable users will blame Linux, and learn to avoid it like the plague, which protects the market share of Windows.

Basically, this is a situation where Linux can be used to create files that break Windows. I believe that even in WSL you can create this situation if not careful.

The easy solution is to boot from a Linux partition or Live USB, and use the more extensive file handling features to clean things up. You can use a user friendly distro like Ubuntu or Mint which will have a self-explanatory GUI. You can deal with it by deleting the files, renaming them, or putting them in something like a TAR archive (uncompressed but faster and simpler than zip). Tars can be mounted in Linux so that their contents appear like a normal directory, whereas Windows will see the single TAR file and won't bother to look at what's inside. Although when running Wine games off a mounted Tar, the performance overhead might be an issue.

I know you asked for a Windows solution. But your reason is that not everyone has WSL, whereas it's "not difficult" to get a live USB and boot from it. Well, the steps are easy, but it does sound confusing to many people.