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.