I have been trying the VcXsrv X11 Server to use with my WSL 2 Ubuntu 20.04 but I have found much better to use xrdp.
Since it is a local connection network speed doesn't matter and it feels almost like native X Server.
But the most important is that I have encountered 0 problems as I can run software which would previously cause VcXsrv to hang (like Rstudio or Gimp etc...)
On top of that since xrdp can forward audio so you can get audio in you WSL which you cannot do if you use VcXsrv (unless you try to run PulseServer on Windows 10 but good luck with that since Pulse Windows code is already 8 years old!)
And plenty of other goodies like sharing printers and disks and ports with Windows etc...)
Last but not least, you can even remote desktop connect to your Ubuntu / WSL
If someone is interested I can post the setup procedure here...
Just let me know.