Unfortunately at the moment you cannot do so without either using:
cmd.exe /c foo.bat
…or the following hack using binfmt:
sudo sh -c "echo :WindowsBatch:E::bat::/init: > /proc/sys/fs/binfmt_misc/register"
You could then just type:
foo.bat
The problems with this method are that you’d need to be root, run it each time you opened a bash window, probably do the same for .cmd files too and, I suppose, any bash script name ending with .bat could have issues!
I guess until Microsoft deals with this issue, you’re limited to the above.