It is easier for me to have the virtualization engine managed by Windows. It is faster to have just a terminal running there than the whole Windows graphical environment on VirtualBox for example. Plus, the light utility VM used by Microsoft to run the Linux kernel is really fast, boots up in under a second and consumes minimal resources. It runs on the Windows hypervisor layer and has tight integration with the host OS (can access instantly any file on Windows and run Windows executables).

Last, it gives me everything I need to get my job done and then some; now I have everything I use (development tools, specific applications, DAWs for music composition and even games) in one OS. But of course, in the end, it is a matter of personal preference. You can never go wrong with your approach, but Windows + WSL 2 works better for me!