I got it! The shell is not bash! It is sh! That's why all the bash features were not in use. By default, a full Ubuntu distributive should use sh as a default shell. But my previous WSL2 Ubuntu distro had bash. All I was needed is to change the default shell for the user.
First, we need to check what shell is the default for a mynewuser user:
cat /etc/passwd
The original output should be like this:
root:x:0:0:root:/root:/bin/bash
daemon:x:1:1:daemon:/usr/sbin:/usr/sbin/nologin
sync:x:4:65534:sync:/bin:/bin/sync
dhcpcd:x:100:65534:DHCP Client Daemon,,,:/usr/lib/dhcpcd:/bin/false
mynewuser:x:1000:1000::/home/mynewuser:/bin/sh
Second, we should find the user in the list. There are "home path for the user" and "user's shell" in the end of it's line. The mynewuser has /bin/sh as the shell.
Third, we need to carefully update the shell.
NB! The /etc/passwd file is public but its structure break can harm your sistem! Pleae, edit it carefully!
Updating the shell carefully (with no manual file edit):
sudo usermod -s "/bin/bash" mynewuser
To double-check the change - read the /etc/passwd content again:
cat /etc/passwd
The new output should be like this:
root:x:0:0:root:/root:/bin/bash
daemon:x:1:1:daemon:/usr/sbin:/usr/sbin/nologin
sync:x:4:65534:sync:/bin:/bin/sync
dhcpcd:x:100:65534:DHCP Client Daemon,,,:/usr/lib/dhcpcd:/bin/false
mynewuser:x:1000:1000::/home/mynewuser:/bin/bash
More about the "user shell types" could be found at unix.stackexchange.com - here.
Fourth, re-login with the user, and the "bash magic" will return!
That's it!
Hope it will help.