I think that in the most recent versions X runs just fine. At least a collegue of mine is running the whole Kali linux (you now find it in the window store) ins

I think that in the most recent versions X runs just fine. At least a collegue of mine is running the whole Kali linux (you now find it in the window store) inside WSL using the full desktop (and indeed just looking in the store right now it is showed with the full desktop active)