WSL does now have native support for USB devices, which means it can't detect the Yubikey plugged into your computer. It seems like USB support will come soon, but for now we need to use a workaround.
The workaround consists in exposing a GPG socket from Windows to your WSL Linux instance. That way, your WSL's
gpg command will connect to your Windows's
gpg software and will be able to detect your USB Yubikey.