Wireguard sets up an IPV4 based internal network and the machine responsible for the routing MUST know the client IP that was assigned to the connecting machine. There are some kernel modules to OBFUSCATE but not eliminate this data. Wireguard therefore has a fundamental design flaw that makes it faster but potentially less anonymous than OpenVPN protocol.
DYOR and YMMV. I always disable WG for at least my first hop.