Note: I haven't documented CUDA here. I'm lazy (and haven't tested on Arch). See https://documentation.ubuntu.com/wsl/en/latest/howto/gpu-cuda for that on Ubuntu.
So I got this working on both Ubuntu, and Arch. First, start with a fresh install (of archlinux from https://gitlab.archlinux.org/archlinux/archlinux-wsl or Ubuntu from
wsl --install Ubuntu
or https://apps.microsoft.com/detail/9pdxgncfsczv).