wg-quick doesn't work for me. I mean, it brings up a connection, alright, but there is practically no traffic. It does work when imported with nmcli as described in a thread, then used with NetworkManager. But this way all traffic is routed through the VPN, including local. It's not as flexible as defining a few --route directives if you need them, then reconnect and you're golden.
Besides, I can max out my line with OpenVPN. There is no need to rethink the infrastructure if the purpose of using a VPN gets fulfilled. And it's not like OpenVPN is an obsolete thing and in the process of being phased out, so there really is no pressure to switch.
Privately, though, I do use Wireguard to connect to my home network, and soon for the interconnection of all home networks in my family. I used IPsec for both in the past and upgrading from that is really a step-up.
As for the privacy argument… I never even remotely considered which of the two is "more private". My use case does not warrant getting crazy over such a thing.