WSL is the windows subsystem for Linux. It lets you run Ubuntu terminal in Windows. So it would ultimately be running on windows. Though that feels like it would be more complex than running a macOS VM.

Oh, I misunderstood. When you said screen only, I was thinking an all-in-one, but sounds like you were meaning something more like a tablet.

You can get a mini computer and mount it to the VESA mounting point on the rear of a compatible monitor. Not quite screen only, but pretty close and has roughly the same footprint aside from a little extra cabling.