Unlike this question or this one, CLion seems to detect the WSL correctly:
You can see that Ubuntu-20.04 is listed but still not found :
Versions :
Has anyone ever faced this issue?
I asked the CLion support and this if the answer (which fixed my problem)
Actually, the best way to solve this is to update Windows. If it's not possible, then in CLion go to Help | Find Action, type "Registry...", select it and in the opened list find and and disable the wsl.execute.with.wsl.exe option. It should help.