Correct, it shouldnt as Ubuntu is not a program nor would windows recognize it anyway.
Again this is a virtual machine here, a entire OS that is contained inside its own space that you give it under virtualbox so the only way to get ubuntu running in windows is to use virtualbox.
Its not like its a normal program, if it was then windows might pick it up but once again its all virtual and self contained.
Makes sense when you know what a virtual install is, its not a program like IE or firefox.
I know its a little confusing, but thats just how this works.