A big part of it is that NT has to check with the security manager service every time it does a file operation.
The original WSL for instance was a very NT answer to the problem of Linux compatibility: NT already had a personality that looked like Windows 95, just make one that looks like Linux. It worked great with the exception of the slow file operations which I think was seen as a crisis over Redmond because many software developers couldn’t or wouldn’t use WSL because of the slow file operations affecting many build systems. So we got the rather ugly WSL2 which uses a real Linux filesystem so the files perform like files on Linux.
I don't know about ugly. Virtualization seems like a more elegant solution to the problem, as I see it. Though it also makes WSL pointless; I don't get why people use it instead of just using Hyper-V.