That uses a different API that is widely assumed will be removed soon in a future macOS, and as such nobody wants to rely on it or build around it. It also requires root. It is not used by the Wireguard GUI app in the Mac App Store (MAS).
The wireguard-app-from-wireguard is only distributed via MAS, and you cannot build that GUI version that they distribute via MAS yourself, because that version uses the NetworkExtension API and that only works with the appropriate signed entitlement from Apple, which as of very recently didn't get issued outside of MAS apps.
I think you can also use brew.