Yes, you are missing something.
You create a profile in the WireGuard Client section. Then you to go to the VPN client page to activate that client. The issue I am having is I manually created a profile for my home and its is not propagated to the VPN client area so it can be activated. The one in the image I posted shows the WG PIA created via the PIA WG wizard. I would say there is missing code someplace that creates the interface to be activated. Or if it is created the code is missing to add it to the UI.