You said - "A bit more overhead since they now run as a VM instead of a container"
To which osigurdson seemed to be noting that WSL2 itself is a VM (meaning if you launch 1 or 100 WSL2 instances, a single Linux VM will be spun up), and when you run docker, it runs using exactly that same VM (optionally, though it's the default now to just use WSL2's backend).
Can you clarify what you meant by "A bit more overhead"? Running a container via docker or directly via WSL2 will use the same underlying VM, and there will only be that one VM regardless of the number of WSL2 or docker instances.
For a single container the difference depends on your exact setup. I typically run docker in the same WSL instance as my other wsl stuff, so starting a single docker container adds 0 additional VMs, while starting the container as a wsl instance will add one VM. If you use the "docker for windows" package you may be adding a VM just for running docker, depending on your setup.
Once you start the second container the difference becomes more obvious: running $N containers in docker uses one VM with one linux kernel, no matter how many containers you add. Running $N containers as separate WSL instances runs $N VMs and $N linux kernels. That's the "bit more overhead" I was referring to