The xz-utils package is not always installed by default on WSL. So when compiling bitcoin core for windows following the doc the compilation of qt causes a critical error. xz-utils must then be installed afterwards. The bug creates a folder /bitcoin/depends/work/build/x86_64-w64-mingw32/qt which blocks the compilation process. You need to manually delete this folder to continue compiling.
xz-utils, installed by default, avoids this inconvenience.