After installing Ubuntu Microsoft app by default Ubuntu will install the latest stable Ubuntu LTS release. but if you like a switch to latest non-LTS release which in this case version 19.04 Disco Dingo you can run below commands
sudo apt-get upgradesudo do-release-upgrade
This will ask you to update a file at /etc/update-manager/release-upgrades with Prompt = normal
nano /etc/update-manager/release-upgrades
update Prompt = normal save and exit
do-release-upgrade
This will prompt installing the latest version of Ubuntu and asks to reboot WSL which needs to be done via PowerShell admin mode
Restart-Service LxssManager
Upon completion of installation by issuing below command should result in the latest Ubuntu version on the console
XXX@DESKTOP-17V4FVN:/home/XXX# lsb_release -a
No LSB modules are available.
Distributor ID: Ubuntu
Description: Ubuntu 19.04
Release: 19.04
Codename: disco