WSL2 is a stripped kernel implementation, it is not a VM, it uses a downsized VM as a shim for performance reasons. And I am nitpicking and in smart ass mode
There's a Microsot document describing the principle, whose link I've lost. But you don't need it the WSL when you can have the real thing with little effort (download an image, copy to a stick, and boot it). For running elfs on Windows, but ok, who cares ?
Here's a funny experience: when trying to guide someone (via e-mail) they told they were unable to copy the image to a stick because Windows (10) does not have a button(!) to do so. Can you imageine that ? It is just a bitwise copy, but there we are: an OS doesn't allow bitwise copy, they need some sort of third party tool, a totally overblown burn program with a graphical interface and error handling over the cloud. What a nonsense. That's where I get so satisfied of using Linux, where it is just a trivial command (dd). Well, not totally trivial for the nitpickers because it shamelessly and dutifully writes over whatever was there at the output end before
Windows isn't exactly the first choice OS when it comes to security, it is holey as a kitchen sieve and relies on closed source and constant patching. It plays no or marginal role outside of the enduser market and on the PC platform, simply because it comes pre-installed and people these days don't install their OSes any more, and of course because of perfect marketing and spreading some FUD about unavilability of software, etc.. Ofc, that should be checked individually before switching to another OS, but, as an example, even the control software and drivers for my telescope and astronomy image processing is available for Linux, and written by scientists. And needs some science to understand
Things have changed in the last 20 years, FOSS is really serious stuff these days.
Installing Linux may be a bit scary at first because they ask about partitions, user names and root password, pc and network name, but with a PC that doesn't contain crucial data it is just a little finger exercise. Some literature helps for a deeper understanding, but isn't necessary for the daily work. It is only if one uses specialized software one should definitely check if that or something equivalent is available. And there are windows emulation layer for Linux, multi boot options, VMs etc, but just like the other way round I wouldn't advise a newbie to use them before they know what they are doing.