The files, including and especially the distro files, `wsl install` installs still originate from the Store's CDN, so the truly paranoid that distrust the Store (including some corporate environments) and just entirely block Store CDN access at the DNS and/or firewall level still break WSL installs.

There's a --web-download argument which helped with issues when I had limited access to the store.

You're likely right, I haven't used it in ages. Though I recall that at one point you had to get distributions from the Store, but it may have been that long ago that it was still being called "Bash for Windows".

As of 24H2, you can just "wsl install" from the commandline and it'll do all necessary setup to get you up and running, including installation of Hyper-V components if needed.

You don't need the store.