Not exactly answering your question, but a 4090 is probably quite a bit of overkill for personal ml projects. On the rare occasion you will be training models that require those resources, you can probably leverage cloud based resources and it will be cheaper in the long run.

With that said you mentioned gaming being a primary use case of your system. Depending on what you play I assume you will want a windows os, and if that is the case I will echo what others have said and say wsl2 is great.

I personally used a 2070 with wsl 2 for graduate work In computer vision and deep learning.