I’ve tried both versions already 
I was near that conclusion based on what I’ve found before going to sleep. Now I checked it and it seems that docker-desktop distro is a castrate - running BusyBox and doesn’t have any general things you might expect. No apt, yum, make, gcc, nothing. Adding anything to it would be a real PITA (at least for someone with my knowledge).
But… I found that I could just install new distro into the WSL and register it with Docker Desktop. So I grabbed Ubuntu, registered, entered shell, installed openvpn, ran it, started storagenode container and it works :V
