Free user space for non-graphics drivers

The Microsoft /dev/dxg interface is not really a 'DirectX driver' in the way that most people would interpret it. It is a direct port of their Windows DirectX kernel interfaces, but in analogue to Linux, this is DRM rather than OpenGL/Vulkan. Those interfaces allow you to allocate GPU hardware buffers (as in DRM), submit pre-compiled hardware bytecode shaders for execution (as in DRM), and synchronise against that execution (also as in DRM).

It doesn't stream DirectX client API commands over the device boundary (as VirGL does for GL/GLES). WSL2 will use a proprietary libdirectx.so, and accompanying hardware-vendor drivers, to implement the DirectX graphics API, translate that into hardware-specific commands, and then submit those commands to the kernel interface.

Pushing the comparison further, it would be entirely possible to port any of the Mesa hardware drivers - say Intel's ANV or AMD's RADV Vulkan drivers, or any of the Gallium OpenGL/GLES drivers - to run on top of /dev/dxg instead of on top of DRM kernel support.