Hi @Luca Pierpaoli , Microsoft support team had taken up this issue. Upon investigation, we found that there are no issue on Storage Account and confirmed that the issue you had was not related to Azure.
For similar issues, there are couple of GitHub threads which might help to fix it :
https://github.com/microsoft/WSL/issues/4114
https://github.com/microsoft/WSL/issues/4245
https://github.com/microsoft/WSL/issues/4677
Hope this helps!