So although Docker might not be directly launching them, they are still caused by Docker. If you shut down Docker Desktop, those three mstsc processes go away. Restart Docker, and back they come.
While it might be WSLg directly launching the things, it’s only doing so because of something Docker Desktop is doing.
The thing that’s incredibly frustrating about this is that recently they’ve started stealing the keyboard focus. Every minute, the focus is taken away from the foreground app, and not returned. (I’ve written an accessibilty API monitoring program to discover the culprit, which is how I worked out it was these mstsc instances.)
If I shut down Docker Desktop, the focus stealing stops. So from my perspective “caused by Docker” is in effect an accurate description. Start Docker Desktop, and within a few hours I’ll get this focus stealing problem. Stop Docker Desktop, and the problem goes away.