How to use pip3 in venv on WSL Ubuntu, without getting an errno 18 issue

I am doing the following steps on Windows 10, VS Code, on a WSL terminal running Ubuntu 18. I have python3-pip installed.

sudo python3 -m venv .venv
source .venv/bin/activate
mkdir setup
cd ./setup
pip3 install twython -t .

It fails with the following error:

ERROR: Exception:
Traceback (most recent call last):
  File "/usr/lib/python3.8/shutil.py", line 788, in move
    os.rename(src, real_dst)
OSError: [Errno 18] Invalid cross-device link: '/tmp/pip-target-_srnnlge/lib/python/certifi' ->

Are there any workarounds for this?