Copied from the WinUI February Community Call thread to be used for tracking.

Currently, MSIX packaged desktop apps cannot effectively use the UWP Jumplist API because the app cannot be activated via jumplist tasks (see Windows Terminal issue microsoft/terminal#576 for a brief overview of the problem). Full support of this API for WinUI Desktop apps would be quite nice as they are much easier to work with than the Win32/WPF APIs. For example, jumplist task icons can be easily set using the ms-appx:/// or ms-appdata:/// URI schemes instead of having to create an .exe or .dll containing the images, then set the path to that file and also an offset into the file for the specific icon.

The docs summarize the advantages of the UWP Jumplist API:

Alternatively, use the UWP Windows.UI.StartScreen.JumpList APIs instead, which allow you to reference string and image assets using the package-relative ms-resource URI scheme (which is also language, DPI, and high contrast aware).