Whether you’re using WSL or WSL2, you could just go to the Windows Store and download the whole new shebang.
In my case, I was using Ubuntu 18.04 LTS, and it’s gonna die in the near future. So, I wanted to do a double-upgrade from 18.04 to 20.04 to 22.04. I’ve got a ton of stuff installed and configured, shell scripts set up, rsync, git, and so on – and I didn’t want to have to redo all of it.
Due to some strange error messages when you try do-release-upgrade, it doesn’t seem like you can do an in-place upgrade in WSL1/2 – but you can!