Honestly, I haven't tried the new version so far (it is on my TODO list).
It seems that you can work with a real Linux kernel and with a Linux file system. The new WSL 2 was released (read here for more information). If you have installed the WSL 1 and you want to pass to WSL 2, here you can find the instruction for doing it. There is clear why having a real Linux kernel is an advantage!! Additionally, here there is a guide to install WSL 2 onto your Windows 10. Update April 2020: Pro and cons in using WSL are here explained. I am here summarizing the main concepts of each of them.
There are many useful pieces of information on each of the above answers.