When calling native application, carriage return \r in the output should be removed

[jiasli]

Is your feature request related to a problem? Please describe.

When calling a native application, such as powershell.exe, carriage return \r is retained, causing problem down the pipeline.

$ result=$(powershell.exe "Write-Output test")
$ python3 -c "import sys; print(sys.argv)" "$result"
['-c', 'test\r']

The actual output of powershell.exe contains \r\n, but WSL only removes \n, leaving \r in the output.

Describe the solution you'd like

WSL should be smart enough to remove \r.

Additional context

This causes failure when calling Azure CLI installed on Windows (C:\Program Files (x86)\Microsoft SDKs\Azure\CLI2\wbin\az.cmd) from WSL (Azure/azure-cli#13573 (comment)).