[WSL2] [Interop] Keep a single shared /run/WSL/* socket

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Please fill out the below information:

• Your Windows build number: (Type ver at a Windows Command Prompt)
  Microsoft Windows [Version 10.0.19041.172]

• What you're doing and what's happening: (Copy&paste the full set of specific command-line steps necessary to reproduce the behavior, and their output. Include screen shots if that helps demonstrate the problem.)

Launch a new console of a WSL2 distro (either in Windows Terminal, wsl.exe directly or anything else). Then launch either tmux or gnome-terminal. Then close the original console. If I return to the tmux session and try to run a Windows executable, or if I attempt this in gnome-terminal, I get the following error:
<3>init: (11770) ERROR: UtilConnectToInteropServer:300: connect failed 2

This is because the $WSL_INTEROP variable points to a socket which was deleted (when the original terminal was closed)

• What's wrong / what should be happening instead:

Be able to use Interop even in that situation.

• Strace of the failing command, if applicable: (If some_command is failing, then run strace -o some_command.strace -f some_command some_args, and link the contents of some_command.strace in a gist here).
  The only mildly relevant line sums up as:
  connect(fd, {AF_UNIX, sun_path="/run/WSL/11067_interop"}, 110) = -1 ENOENT.

• For WSL launch issues, please collect detailed logs.

Reproduce the sequence using a WSL2 distro: open a console, start tmux or gnome-terminal, close the original console, and run a Windows executable from the surviving session. Inspect how $WSL_INTEROP and the /run/WSL/* socket are created and retained; done means interop still works after the original console closes and no ENOENT connection failure occurs.