That has finally happened and the next version of WSL2 will automatically include and set up everything that's needed to launch and run GUI Linux apps without any intermediate steps.

Microsoft is putting the finishing touches on WSL2, which will be available as a separate download from Windows Update rather than being integrated into Windows 10 by default.

WSL is currently only available via the console, but WSL2 will let developers run Linux GUI applications on Windows without a third-party X server.