I got it working by installing x11-apps to get the X subsystem, then running a X listener like XMING or XManager on the Windows10 side.
export DISPLAY=:0
(You also can add export DISPLAY=:0 to the last line of your user’s .bashrc file)
Then run xclock to verify.
https://superuser.com/questions/1075659/open-ubuntu-bashs-gui-applications-on-windows-10