For many other utilities I use Busybox for Windows (https://github.com/rmyorston/busybox-w32) which is well maintained, fast, and its maintainer is also very responsive to bug reports.
You're basically just benchmarking the WIN32 filesystem versus a Linux VM in that case. The Windows file system is famously slow. It'd make more sense to compare a Cosmo binary running on WIN32 with a WIN32 native program. For example, Emacs has a WIN32 port where they wrote all the Windows polyfills on their own, and because they aren't experts on Windows, the official GNU Emacs Windows releases go a lot slower on Windows than if you just compile Emacs from source on Linux using Cosmo and scp the the binary over to run on Windows. See https://justine.lol/cosmo3/
I tried rsync for Windows from its "cosmos" pile of binaries (https://github.com/jart/cosmopolitan/releases/download/3.3.1...), and it was too slow to be usable compared to WSL rsync.
For many other utilities I use Busybox for Windows (https://github.com/rmyorston/busybox-w32) which is well maintained, fast, and its maintainer is also very responsive to bug reports.