What we call cornflour in British English, and cornstarch in US English, is flour heavily processed to remove everything except starch, giving a flavourless thickener.
If you use wheat flour you will change the flavour and also add a slight graininess as the flour grains don't completely homogenise.
But watch out - "corn flour" in the US is unprocessed finely ground corn - like cornmeal, but less coarse. Not a substitute for corn starch.
Starch is what does the trick, flour contains some too but it’s definitely not easier than adding some maizena