How You Can Help Test Ubuntu 20.04 LTS on WSL

I think wsl.exe --export Ubuntu ubuntu-backup.tar.gz does not create a tar.gz-file only a tar-file which happen to have the extension tar.gz.
So it won’t really get compressed.
You need to pipe it to a compresser that can compress from stdin (like gzip)

wsl.exe --export Ubuntu -| gzip > ubuntu-backup.tar.gz

assuming gzip.exe is in the path.