There are great posts from @lurker888 explaining the reason behind that RouterOS blatantly ignores pref-src. Can this really be a bug? - #58 by lurker888. If you try to mark-routing packets generated by WireGuard based on connection marks, then you need the NAT tricks described in those threads, because otherwise the packets are not associated with the expected connection.
In recent RouterOS versions (>= 7.21), VRF support for the WG transport has been added, which can possibly be a solution if you put your WANs in different VRF, and use one separate WireGuard instance for each of them. Example: Wireguard VRF Issues - #19 by CGGXANNX.