To download free apps off the Mac app store I need to set up an account and provide Apple with an email address, physical address, and phone number. Apps like the Wireguard GUI don't have access to necessary system APIs outside of the app store, so the developers have no way to allow users to sidestep giving Apple that information.
I'm forced to use the command line interface from Brew and mess around with network interfaces on my work laptop just because I refuse to give Apple my phone number and home address, even though Wireguard is free and no billing/payment information would be required for me to download it, and even though having an Apple account is completely unrelated to their sandboxing goals or the information that the app needs to run.
Bonus points for telling me I'm providing my phone number "for security purposes" but providing no option during signup to use a secure 2FA app instead of SMS.