Not all Linux GUI apps run in WSL. Some of them are having compatibility issues especially when they depend on background running services (ex. dbus) or require security related features in Linux. Recent versions of Firefox and many other web browsers are having such compatibility issues.
Unlike most regular Linux GUI apps that are developed for a specific task, web browsers can be a platform for running other programs (ex. web apps and plugins developed with JavaScript). Hence web browsers are trying to create a sandbox for safely running those codes and such techniques cause compatibility problems in WSL.