This is totally expected: Ubuntu Bash doesn’t provide a graphics (X11) stack. This was mentioned by @ThijsDhollander a while back in this post (although it’s a minor side comment). You might be able to get it to work using a separate standalone X server (see e.g. this post), but I doubt it: you need OpenGL 3.3 support, I’d be (pleasantly) surprised if any X server solutions out there would provide such support… This is why we are still currently using the MSYS2 install, as per the installation instructions - this provides a native Windows executable, with full graphics support.