Dear Thomas,
in CPU heavy operation the overhead of WSL is minimal compared to a Bare metal Linux installation. The most noticeable disadvantage the disk I/O performance (requiring more time to write files), but not much else.
Now there is an option to install WSL 2 using Microsoft Hyper-V virtual machine, which improves almost all aspects of WSL. The only drawback is that WSL 2 is not compatible with other virtualization software, (i.e. VirtualBox won’t work if WSL 2 is installed in the PC).
Cheers,
David