I know this is old but just found that you can do it through powershell

list distributions:

wsl --list

will output something like

Windows Subsystem for Linux Distributions:
Ubuntu (Default)
docker-desktop-data
docker-desktop

terminate Ubuntu

wsl --terminate Ubuntu

or terminate all

wsl --shutdown

hope this helps!


Sometimes wsl --shutdown doesn't seem to work, like running these commands:

wsl --shutdown
wsl -l -v

result in some containers still running:

  NAME                   STATE           VERSION
* docker-desktop-data    Stopped         2
  docker-desktop         Stopped         2
  Ubuntu-20.04           Running         2

Turns out the WSL instances are automatically started when you try to access the WSL drives. In my case, \\wsl$\Ubuntu-20.04\workspace was open in an IDE, and it caused the instance to restart immediately after shutdown. After I closed the IDE I was able to properly shut down WSL.

EDIT:

It is actually a very nice feature, I don't have to manually start WSL, I just open my IDE and it finds the drive it needs.