As a long-term Linux user, I tried running Ubuntu under the Windows Subsystem for Linux. I works!
I have tried to setup ecryptfs, but this fails complaining that kernel module is missing. Here I don’t know enough about WSL, but it appears to come with a custom kernel.
Can I essily encrypt WSL? If Luks is the answer, how do I enter the passphrase? The boot process is hidden.
I’ve read that systemd-homed can do encrypted home directories but I haven’t tried it, much less on WSL but that may get you to achieve the encrypted home directory at least.
Personally I don’t think I would have a need to encrypt all of WSL, but maybe that also makes sense for your case.
ArchWiki example: https://wiki.archlinux.org/title/Systemd-homed