Because until recent versions of Windows 11, HyperV and WSL were garbage. It’s actually not a horrible option now. I actually use it as my homelab second “hypervisor” as it is always on anyway and it gives me a second always on server for redundant apps with almost no extra power usage.
You will need to PXE boot into a RAM disk and then use iSCSI/NFS/CEPH/etc for persistent storage.