I just tried to capture the wifi traffic, but couldn't find anything from HA.
My networking skills are a bit rusty, but using wireshark I could filter a bunch of UDP/DISCARD packets sent by my MacBook when issuing the wol-command. But HA doesn't emit anything when clicking the wol button.
I also tried to set the broadcast explicitly (255.255.255.255 and the local broadcast advertised by DHCP).
Just to be sure, I checked "ip link" and there is no wired ethernet, just lo, docker, a bunch of virtual devices (e.g. vethb1ac13f@if11), but these should be for virtualization.