That error message refers to a state file from a Windows install. If you're running the linux version from WSL, I wouldn't expect it to have a reference to a windows state file, unless there's something in an environment var or the invocation options that's modifying our default paths.
Things to check in your WSL session:
What is the command you're using to start the linux version of SlickEdit? If you're not already specifying the full path, does it work if you do specify a full path to the "vs" executable?
Is the VSLICK environment variable set to anything, and if so, what is it set to?
Are there any environment variables set that have "SLICK" in the name?