Installing fonts whose files are stored in WSL, possible?

[stormwatch]

Environment

Windows build number: Microsoft Windows [Version 10.0.19041.746]
Your Distribution version: On Ubuntu 20.04 and Fedora 33 in WSL
issue is on WSL 2

Steps to reproduce

1. Enable the Windows feature to install fonts as shortcuts
2. Have a font file in a directory in WSL, for example \\wsl$\Fedora-33\usr\local\share\fonts
3. Open the file explorer and go to that directory
4. Right click on the font and left click on install as a shortcut for all users

Expected behavior

The font gets installed

Actual behavior

An error dialog shows up saying that it doesn't seem to be a valid font.

Motivation

To avoid duplicating files but, why not do things the other way around? I.e. Install windows fonts as always and then configure fontconfig to access /mnt/c/Windows/Fonts/?
That will work, but I've heard that accessing windows files from within WSL is still very slow. And also, I am curious.