Started by installing Windows Subsystem for Linux with Ubuntu 18.04 LTS.
Then, installed rng-tools by executing this command:
sudo apt-get install rng-tools
and executing the following command
gpg --gen-key
generated an RSA key with size 3072 expiring in 2022-03-16.
Thing is, I wanted to specify a 2048 bits with no expiration date.
My previous experience using Ubuntu/Debian environment following the steps above always asked which kind of passphrase I wanted, the keysize, how long the key should be valid, etc.