I think the question is whether you consider a VM more like another machine in your network that merely happens to run on the same hardware or a part of the host system.
Personally I really liked the resource efficient WSL1 approach and I lament that they dropped it. But I know for some usecases (e.g. docker) a real Linux kernel was needed.
It works just fine. Just tested it
I don't think users of NordVPN, ExpressVPN, MullvadVPN et al. are as sophisticated as you think.
I think VPNs can be a powerful tool for many people who would normally not be able to find out about their existence, but the predatory nature modern VPN ads have taken is quite sad.
This leads to some cases of Youtube fan bases angrily calling out shitty VPN ads while the video creators just want to pay their bills, a situation nobody wants.
Using WSL2 though... you kind of have to be tech savvy to do use it, and those people are probably willing to work around the issue.
Not sure how much of it is true. I cannot imagine what would happen to some people there were it to be illegal. I would move out.