Putting apps from the VM on the primary desktop is something they have already done on WSLg. Launching Linux and X server is all taken care of when you click the app shortcut. Similar to the parent’s ask, WSL2/WSLg is a lightweight VM running Linux.
In many ways the old API layers are sandboxed much like a VM. The main problems are things like device drivers, software that wants direct access to external interfaces, and software that accesses undocumented APIs or implementation details of Windows. MS goes to huge lengths to keep trash like that still working with tricks like application specific shims.