
As of Windows 10 Insiders Preview Build 20246, there is automatic distribution install support added to work with the wsl --install command.
The wsl --install command by itself will install Ubuntu but Debian, Kali, openSUSE, SLES, and others can all be easily installed as well when also adding the -d argument and the relevant distribution name for carrying out the automated install.
More details for those interested in this WSL installation improvement via the Microsoft Command Line Blog .
Separately, I'll be running some fresh Windows 10 October 2020 vs. Linux benchmarks including WSL in the coming days on Phoronix.