"generate wireguard" has a wrong description (probably copy-pasted from "generate pki wireguard"):
user@VyOS:~$ generate Possible completions: container Generate Container Image firewall Firewall interfaces Interface specific commands ipsec Generate IPsec related configurations and archives macsec Generate MACsec Key openconnect Generate OpenConnect client parameters openvpn Generate OpenVPN client configuration ovpn file pki Generate PKI certificates and keys public-key-command Generate configuration mode command to add OpenSSH public key from file ssh Generate SSH related keypairs system Generate system related parameters tech-support Generate tech support info wireguard Generate WireGuard keys user@VyOS:~$ generate wireguard Possible completions: client-config Generate Client config QR code