I wish Ubuntu didn't kill Wubi tho. We used that at my first workplace on laptops with Windows and it was so damn good. There is a new fork [0] but it's a hit and miss with modern UEFI and especially with Windows 11 (had to use it for some reason). And other distros never had an option like this afaik, none does as of today. But I know it's all about Docker, VMs, or WSL nowadays yet Wubi covered a niche segment which was pefect.
0, https://github.com/hakuna-m/wubiuefi