Remove all installed Linux distros first by uninstalling them from the Settings app. Uninstall the WSL app and any related components, then disable it in Windows Optional Features to fully remove WSL.
Since WSL automatically installs Ubuntu when you first set it up, you'll need to do this if you're importing an Ubuntu distro ...
Support for removing Zone.Identifier files in Windows Subsystem for Linux (WSL). This repo offers 2 different methods ... more "insecure", so we provide an alternative method to remove these files.