GWSL-Source VS wsl-theme-sync

That vsock thing can be done with GWSL/VcXsrv too. Check this out: https://github.com/nbdd0121/wsld

Install an X server in Windows (that page mentions VcXsrv and/but I recommend GWSL which also uses VcXsrv for a little nicer experience).

and GWSL https://github.com/Opticos/GWSL-Source with settings:

With OpenInWSL, possibly using alonside GWSL.

I don't know but if all you want is a working X server and you don't need Xming specifically then give GWSL/VcXsrv a try instead.

You may instead want to use an X server and I recommend GWSL for that.

I don't feel like troubleshooting that issue any further so if all you needed was GUI app support and not necessarily GPU compute capabilities (CUDA etc) then use this: https://opticos.github.io/gwsl/.

Also, if for some reason you decide that you aren't big on the idea of Wayland yet (as in if you don't have a care for the Wayland features and/or WSLg's PCIe partitioning based direct GPU access etc) then you can opt to disable the guiApplications setting in your .wslconfig file and instead install an X server (like VcXsrv, or GWSL that uses it and provides some nice to have GUI controls etc for it) and be able to set your preferred titlebar/border via the said themes from Pling etc from within your WSL distro environments themselves (install lxappearance or GNOME Tweaks Tool to set them up).

Yeah, all of that seems to be available if you use WSL1 and pair it up with an X server (GWSL is a handy FOSS package for that and the dev's OpenInWSL app makes the integration even more seamless).