Depends on your use case/tools/habits. WSL gives you the advantage of being able to access the same files with native Windows tools and from the GNU[1] command line. If you plan on using the X GUI tools, it will be much less useful to you.
[1] I can't bring myself to use the term 'Linux' here, because, ironically, Linux is the primary missing part in this Ubuntu distribution. It should really be called WSG or WSU.
[1] I can't bring myself to use the term 'Linux' here, because, ironically, Linux is the primary missing part in this Ubuntu distribution. It should really be called WSG or WSU.