WSLG Gnome Files "Connect to Server" function has no Protocol

I set up a WSL Ubuntu, installed Gnome Files (Nautilus) and tried to use its Connect to Server functionality.

I am trying to view files in a remote server via SSH.

When I key in ssh://mydomain.com, the string turned red, and the Connect button is always greyed out.

When I click the question mark, there is nothing below the Available Protocols column.

Picture of Available Protocols being empty

This is what I'm expecting:

Expected

Here are what I have done so far:

1. Installed Gnome Files by sudo apt install nautilus -y
2. Followed this solution and run both sudo apt install gvfs-backends and sudo apt --reinstall install gvfs-backends, it seems to me this package already exists
3. This solution suggests that gvfs-nfs package is not installed, but running sudo apt install gvfs-nfs returns Unable to locate package gvfs-nfs
4. I figured installing Gnome might fix its dependencies: sudo apt install ubuntu-desktop gnome, but it does not work

What is going on? What packages did I missed? I could not find any answer to this elsewhere.