They're not creating raw sockets†. The neat thing about WireGuard is that it runs over vanilla UDP, and presents to the "client" a full TCP/IP interface. We normally plug that interface directly into the kernel, but you don't have to; you can just write a userspace program that speaks WireGuard directly, and through it give a TCP/IP stack interface directly to your program.

† I don't think? I didn't see them say that, and we do the same thing and we don't create raw sockets.