I suspect you could not have simply copied everything due to NTFS permissions being an incredibly complicated mess. I am positive that no copy of Windows will pull this off without involving the shadow copy service (so you'd require a third party utility most likely,) but perhaps Linux could manage it with the modern NTFS drivers.
But in theory? You should be able to do this with no special tools and a simple filewise copy.
I think you're right that copying in explorer (or probably even cp -a on the linux side) wouldn't work, but i suspect ntfsclone would have done the trick. I'll probably babble about it on here if I ever do a similar migration on a windows-using machine in future.