stunnel is often easier to embed directly into client applications, whereas WireGuard is better suited as a system-level VPN.
That said, I think Wireguard is easier to analyze on the wire since it has a known binary signature from the first 4 bytes, while stunnel tunnel is indifferentiable from web browsing traffic. For a bad actor looking into exfil or C2, this means an stunnel is probably the sneakier and thus more reliable method of encryption on the wire compared to wireguard.