Allow Installation on External ext4 partition

Is your feature request related to a problem? Please describe.
Default install of WSL2 creates a large ext4.vhdx file on my main Windows partition. I know how to export and import it to an external drive which helps...
https://superuser.com/questions/1550622/move-wsl2-file-system-to-another-drive

But it would be ideal if you could choose the drive and location for ext4.vhdx during installation, And if you allow this, why not allow mounting an actual ext4 partition. It's awkward to have an external NTFS D:\ drive to hold a virtual drive (ext4.vhdx) when I'd rather have that external drive be an ext4 partition.

Describe the solution you'd like
During installation, allow extra target locations. A folder location on an external drive. An actual ext4 partition on an external drive.

Describe alternatives you've considered
What I've done is have my WSL2 system on the ext4.vhdx virtual drive located on an external NTFS drive (D:). But I have the bulk of my Linux data on a 2nd external drive partition that's formatted as ext4. WSL2 has the ability to mount a physical ext4 partition...
https://www.scott-low.com/using-wsl-to-create-an-ext4-partition-for-teslacam/

Additional context
Add any other context or screenshots about the feature request here.

The issue does not name specific files, tests, or entry points. Start by reviewing the WSL2 installation flow and the existing physical ext4-partition mounting behavior described in the issue. Done would mean installation supports selecting an external folder or an actual ext4 partition as the system location.