Side note: The latest edge build of KeeAgent plugin offers an option for creating a WSL compatible socket. This would be very handy. I already tried to use that socket, but the socket file is currently empty and ssh inside WSL 2 is unable to use it. This appears to be a very new, unreleased and unstable feature. I will follow the development of it and when it finally works (well, for me) I will update this HOWTO. But until then, please use the proven wsl-ssh-agent/npiperelay.exe approach below.
Thanks to the instructions for WSL 2 of the wsl-ssh-agent project, KeeAgent works great in WSL 2 now:
https://github.com/rupor-github/wsl-ssh-agent#wsl-2-compatibility
The approach uses minimal and well-maintained tools.