Can't switch to gdm3 using sudo dpkg-reconfigure gdm3
re: sudo dpkg-reconfigure gdm3
error message.
Just reboot and you should be running gdm3.
The error that you're receiving just means that gdm3 wasn't already running, so it couldn't reload it.
Use this sudo dpkg-reconfigure lightdm
in place of sudo dpkg-reconfigure gdm3
this and then choose gdm3.
Works for my WSL2 Ubuntu Desktop install - thanks:-
sudo systemctl start gdm3.service
sudo dpkg-reconfigure gdm3