This is a known issue. See Add Wireguard support.
Additional it is reported that the default route is always set to the wireguard device.
Just a thought for a workaround: use wireguard without connman.
Do cp /etc/connman/main.conf /storage/.config/connman_main.conf and add ,wg to the NetworkInterfaceBlacklist line. Reboot.
Then configure wireguard using the wg command.