To use your KeePass (KeeAgent) keys inside WSL Ubuntu without copying the private key files, you need to bridge the communication between the Windows side (where KeeAgent is running) and the Linux side (WSL).
We will use a tool called npiperelay and a utility called socat to forward the SSH "socket" from Windows to Linux.
Note: Your KeePass (KeeAgent) has to be working normally on Windows before you proceed.