No clue why the directions for this are buried deep in WLS issues. This is how I setup my Cypress on Ubuntu WSL2 working for both on and off VPN with some corp firewall.
Before executing any command, be sure to read and understand it, I ask you to run two shell scripts which I wrote. You should review any shell script provided by anyone before blindly running it. I'm not doing anyting bad, but I advise you to check for yourself.
sudo apt install libgtk2.0-0 libgtk-3-0 libgbm-dev libnotify-dev \
libgconf-2-4 libnss3 libxss1 libasound2 libxtst6 xauth xvfb \