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I think that inside a submitted job (process) on a Windows server the system variable *JOBNBR is derived from the windows process number.
On an IBM i server it's the real operating system's job number.
So I think when you submit on Windows it just uses "000000" in an 'emulated' IBM i message because it does not know the Windows process number of what it just started. If you did this straight after the submit:
USE CLR_MESSAGES /* Clear any job submitted message */
MESSAGE "Your request to xxxxxxxxxxxxxxxxxxxxxxxx has been submitted for processing."
then you could make up your own message so that your users never see the job submitted message, whether real or emulated.