For WSL2 you will need 2 Windows components so make sure they are already enabled:
Microsoft-Windows-Subsystem-Linux
VirtualMachinePlatform
Also it seems some people have problems with the installer extracting the kernel.
You can always extract it manually with:
msiexec /a "wsl_update_x64.msi" /qb TARGETDIR="C:\temp"
and then copy the kernel
file from C:\temp to C:\Windows\System32\lxss\tools
Final version shouldn't have this problem since the install comes from Windows Update.
https://wslstorestorage.blob.core.windows.net/wslblob/wsl_update_x64.msi