These VPN authors are just idiots - let's stop over complicating things. Half the time people LIKE that they can use linux firewall features on their linux hosts for stuff.
Maybe work on your reading comprehension?
"How it leaks
WSL2 uses Hyper-V virtual networking and therein lies the problem. The Hyper-V Virtual Ethernet Adapter passes traffic to and from guests without letting the host’s firewall inspect the packets"
So they are complaining that the linux subsystem and distribution packets are not processed by the windows firewall. I don't know what to tell you, but the idea that the windows firewall should be in the mix on a fedora distro seems a bit rediculous?