Running Windows apps from wsl is pretty amazing. So is viewing wsl files from Windows.
But I am abandoning, for now, the attempt to get Leo working in wsl. It's not worth the effort, for me or anyone else.
Furthermore, Leo in Windows is unlikely ever to be able to execute sage/python scripts because that would require running Ubuntu binaries from Windows. That's a bridge too far.
Summary
Running sage from wsl already works very well. Nothing more needs to be done.
I want to move on. Let's stop worrying about getting Leo to work on my system :-)
Next, I plan to experiment with running sage scripts from Leo in the real Ubuntu. I expect everything to go smoothly. We shall see...
Edward