> To be honest, I don't get why he's installing VS Code on top of WSL, when you have native windows VS Code. This seems completely unnecessary, but maybe I'm missing some benefit?

When I develop Python with Visual Studio Code, I run it from a virtual environment. I have auto-formatting enabled, so whenever I save a file, it will automatically be formatted with the formatter which is installed in my virtual environment.

I don't know if the same is possible if your virtual environment is in WSL and your VS Code is in Windows.