The 4096-byte physical sector structure is prerecorded at the factory. There is nothing that any software, including Linux, can do to change that. Some versions of WD20EARS firmware report the physical sector size while other versions do not. Yours appears to be one that doesn't.
Windows 7 automatically creates aligned partitions, so you will never see any performance difference. However, you could create a misaligned MBR partition using Windows XP and then run a write benchmark against the drive. Compare this against the read benchmark. If there is a significant difference, this will confirm that the drive has 4KB physical sectors. If your drive has an alignment jumper (pins 7 & 8), then you could install this jumper and use Win 7 to partition the drive. The jumper adds a +1 sector offset to each LBA, which means that Win 7 will create a misaligned partition which you could then subject to a write benchmark.