This service supersedes the VPN Bypass service, by supporting IPv6 and by allowing you to set explicit rules not just for WAN interface (bypassing OpenVPN tunnel), but for L2TP, Openconnect, OpenVPN, PPTP and Wireguard tunnels as well.
I am not English speaker, but for me this sound like they support also WG?
THEY support it.. and you CAN use it, yes. However, WireGuard works by covering the entire WAN port. OpenVPN does it at the application layer (it intercepts data on the way TO the WAN port).. Because OpenVPN intercepts the data before it gets to the WAN port, it can decide what goes into the VPN tunnel and what doesn't have to.
WireGuard takes over the WAN port, so everything gets sent to the WAN goes into the tunnel - it has no choice..
If you need to exclude some things from the VPN, you cannot use WireGuard.. You have to use OpenVPN or something similar.