Thanks for the reply @Frederic Cand

However, this didn't not work for me either. Now when I do a google-chrome or firefox-esr in terminal I get the same error but after 20-30 seconds of idle time. I did install vcxsrv like you'd mentioned.

The reason why I run vpn under wsl is because I need to use Linux tools to hit the vpn connection. If I make the vpn connection using windows then I won't be able to hit it using any Linux distro shell but only powershell.

Haha, the trouble is still here but I don't think the Microsoft peeps are helping. At this point I don't really know what to do. I've also created an issue at the Git Repo but no luck there as well. I thought I was the only one going through this issue because I did something wrong but turns out a lot of people have this and I really wish Microsoft does something to help us out.

Let's see where this is going.