It doesn't matter what X server you are running. It is a server, you can send data to it, and it will render the windows. In this case you tell WSL to use X server on Windows and it will work. I think I used Xming for this purpose before. You can also render windows on other computers if network is open and access is provided.

There's no way to run a XServer under WSL because WSL doesn't expose the Win32 session at all, unlike Interix.

I'm about 100% sure this thing just wraps the Cygwin X server, seeing its rootless support has exactly the same glitches.

Cygwin consists of ordinary Windows programs, WSL2 is a specialized virtual machine: they are partly redundant (for the purpose of offering well-behaved POSIX tools) but perfectly compatible.

This would be a correct comment in other contexts but you seem to be unaware of the architecture of X. You can run an X server under cygwin and X clients under WSL.

I did not know this. Makes sense now. Thanks for explaining it.