The session you are connecting to is using a different terminal emulation than your bash shell.
The easy solution:
Don't use arrow keys in ssh sessions.
The harder solution:
Research the destination server, and fish shell, and determine what terminal emulation they are using, and what options exist for changing it. Research your Bash for Windows to find out what terminal emulation it uses, and what options exist for changing it. Find the overlap between these two and implement it.
The Windows solution:
Use Putty (or another ssh client software) in Windows to connect directly to the destination server.
The Windows FOSS solution:
Use 'Terminals' or something like it.
The HARDCORE solution:
Write a bash script that works in Bash for Windows which automatically detects what terminal emulation is needed and implements that on a case by case basis, so that you can remote into any ssh enabled device and always use arrow keys.