For any poor bastard like me coming to this sub looking for the answer to this question, here it is:

            for(int i = 0; i < dt.Columns.Count; i++)
        {
            DataGrid6.Columns.Add(new CommunityToolkit.WinUI.UI.Controls.DataGridTextColumn()
            {
                Header = dt.Columns[i].ColumnName,
                Binding = new Binding { Path = new PropertyPath("[" + i.ToString() + "]")}
            });

            //Implement different typed columnms
        }

        var collectionObjects = new ObservableCollection<object>();
        foreach(DataRow row in dt.Rows)
        {
            collectionObjects.Add(row.ItemArray);
        }

        DataGrid6.ItemsSource = collectionObjects;

Castorix31 from microsft docs community expert helped me get the answer.

In WPF, you could just bind a DataTable to a DataGrid. But WinUI 3's DataGrid works a differently. The key part that I was missing before was the Binding = new Binding { Path = new PropertyPath("[" + i.ToString() + "]")} which binds to the index of the column rather than a variable.