Comment by ani-ani

This is due to Hyper-V, which is being rolled out on Windows 10 and required for WSL2. The OS is now running as a VM, and virtualized programs like WSL2 are running alongside - these VMs can't control each other's traffic. It's interesting that a feature meant to improve sandboxing actually makes firewalling and VPN more difficult, in its current state. I think the the proper fix is at the Hyper-V level, which might need to explicitly manage firewall and VPN features.