Would this be possible? How far could anyone (outside of Microsoft) strip down Windows to leave behind just a kernel with a functioning GNU environment (let's say, a shell and file access) ?
If they also add Linux userland support to Windows Server, in the near future you will be able to SSH in and get bash prompt on your Windows infrastructure... natively.
The install environment for Windows, Windows PE[0], is an extremely stripped down version of Windows. It's based on the same code base as the main Windows, but basically only comes with the command prompt and task manager. It's available free as part of the Windows Automated Installation Kit.
I ran bb4win as my window manager for a while. You can get a full suite of userspace applications e.g. KDE for windows. If you're too much of a purist to use cygwin you can (or could until recently) build everything against SUA and then you just need to run a windows X server, but at that point you're still running explorer as the graphical shell/window manager.