I also had a similar issue, where I was trying to receive UDP packages in WSL2, that were being streamed from a program in Windows (on the same machine). I had the mirrored networking mode set up.

Even though UDP packets could be sent Windows -> Windows, WSL2 -> Windows, even WSL2 -> WSL2, only Windows -> WSL2 wasn't working, which was very weird.

In my case having Tailscale enabled seemed to have been the cause- once I terminated the process for Tailscale, the UDP communication worked perfectly.