I think it's mostly a "because they can". WSL is a no-brainer because developers are used to Unix shells and most programming languages are Unix-first, Windows-maybe. But WSLg feels like a weird experiment with no purpose.
This could very well be the case, but as someone who is just dipping a toe into programming, installing and using WSL2 knowing that I can fall back on GUI when I can't figure out bash is a feature for me.
I think the main target is ML applications that depend on GPU access and being able to run a WM is just a side-benefit.