Yes, I rebooted. I also tried with the package wireguard-tools, which conflicts with wireguard. In both cases I rebooted after installing with rpm-ostree.
With wireguard package installed, lsmod outputs this:
Module Size Used by
xt_state 16384 0
nf_nat_h323 24576 0
nf_conntrack_h323 81920 1 nf_nat_h323
nf_nat_pptp 20480 0
nf_conntrack_pptp 20480 1 nf_nat_pptp
nf_nat_sip 20480 0
nf_conntrack_sip 45056 1 nf_nat_sip
nf_nat_irc 20480 0
nf_conntrack_irc 20480 1 nf_nat_irc
nf_nat_ftp 20480 0
nf_conntrack_ftp 24576 1 nf_nat_ftp
ccm 20480 0
rndis_host 20480 0
cdc_ether 24576 1 rndis_host
usbnet 53248 2 rndis_host,cdc_ether
mii 16384 1 usbnet
uas 32768 0
usb_storage 81920 1 uas
ip6_udp_tunnel 16384 0
udp_tunnel 16384 0
nls_utf8 16384 1
uinput 20480 0
isofs 49152 1
rfcomm 90112 0
xt_CHECKSUM 16384 1
xt_MASQUERADE 20480 3
nf_nat_tftp 16384 0
nf_conntrack_tftp 20480 3 nf_nat_tftp
tun 57344 1
bridge 208896 0
stp 16384 1 bridge
llc 16384 2 bridge,stp
nf_conntrack_netbios_ns 16384 1
nf_conntrack_broadcast 16384 1 nf_conntrack_netbios_ns
xt_CT 16384 3
ip6t_REJECT 16384 12
nf_reject_ipv6 20480 1 ip6t_REJECT
ip6t_rpfilter 16384 1
ipt_REJECT 16384 5
nf_reject_ipv4 16384 1 ipt_REJECT
xt_conntrack 16384 36
ebtable_nat 16384 1
ebtable_broute 16384 1
ip6table_nat 16384 1
ip6table_mangle 16384 1
ip6table_raw 16384 1
ip6table_security 16384 1
iptable_nat 16384 1
nf_nat 53248 9 nf_nat_irc,ip6table_nat,nf_nat_ftp,nf_nat_tftp,nf_nat_pptp,nf_nat_h323,iptable_nat,xt_MASQUERADE,nf_nat_sip
iptable_mangle 16384 1
iptable_raw 16384 1
iptable_security 16384 1
nf_conntrack 163840 19 xt_conntrack,nf_nat_irc,nf_nat,nf_conntrack_tftp,nf_nat_ftp,xt_state,nf_conntrack_pptp,nf_conntrack_netbios_ns,nf_nat_tftp,nf_conntrack_sip,nf_conntrack_h323,nf_nat_pptp,nf_conntrack_broadcast,nf_conntrack_irc,nf_conntrack_ftp,xt_CT,nf_nat_h323,xt_MASQUERADE,nf_nat_sip
nf_defrag_ipv6 24576 1 nf_conntrack
nf_defrag_ipv4 16384 1 nf_conntrack
ip_set 57344 0
nfnetlink 16384 1 ip_set
ebtable_filter 16384 1
ebtables 40960 3 ebtable_nat,ebtable_filter,ebtable_broute
ip6table_filter 16384 1
ip6_tables 36864 7 ip6table_filter,ip6table_raw,ip6table_nat,ip6table_mangle,ip6table_security
iptable_filter 16384 1
cmac 16384 5
bnep 28672 2
sunrpc 491520 1
snd_sof_pci 20480 0
vfat 20480 2
fat 86016 1 vfat
snd_sof_intel_byt 20480 1 snd_sof_pci
snd_sof_intel_ipc 20480 1 snd_sof_intel_byt
snd_sof_xtensa_dsp 16384 1 snd_sof_pci
snd_sof_intel_hda_common 81920 1 snd_sof_pci
snd_soc_hdac_hda 24576 1 snd_sof_intel_hda_common
snd_sof_intel_hda 20480 1 snd_sof_intel_hda_common
snd_sof 126976 4 snd_sof_pci,snd_sof_intel_hda_common,snd_sof_intel_byt,snd_sof_intel_ipc
snd_soc_skl 180224 0
snd_soc_sst_ipc 20480 1 snd_soc_skl
snd_soc_sst_dsp 40960 1 snd_soc_skl
snd_hda_codec_hdmi 73728 1
snd_hda_ext_core 36864 4 snd_sof_intel_hda_common,snd_soc_hdac_hda,snd_soc_skl,snd_sof_intel_hda
x86_pkg_temp_thermal 20480 0
intel_powerclamp 20480 0
coretemp 20480 0
snd_soc_acpi_intel_match 32768 3 snd_sof_pci,snd_sof_intel_hda_common,snd_soc_skl
snd_soc_acpi 16384 3 snd_sof_pci,snd_soc_acpi_intel_match,snd_soc_skl
kvm_intel 311296 0
iwlmvm 454656 0
snd_soc_core 294912 4 snd_sof,snd_sof_intel_hda_common,snd_soc_hdac_hda,snd_soc_skl
snd_hda_codec_realtek 126976 1
snd_hda_codec_generic 94208 1 snd_hda_codec_realtek
ledtrig_audio 16384 3 snd_hda_codec_generic,snd_hda_codec_realtek,snd_sof
kvm 802816 1 kvm_intel
mac80211 991232 1 iwlmvm
snd_compress 28672 1 snd_soc_core
ac97_bus 16384 1 snd_soc_core
snd_pcm_dmaengine 16384 1 snd_soc_core
snd_hda_intel 53248 4
libarc4 16384 1 mac80211
snd_intel_dspcfg 28672 4 snd_hda_intel,snd_sof_pci,snd_sof_intel_hda_common,snd_soc_skl
iwlwifi 339968 1 iwlmvm
mei_hdcp 24576 0
iTCO_wdt 16384 0
btusb 57344 0
snd_hda_codec 163840 5 snd_hda_codec_generic,snd_hda_codec_hdmi,snd_hda_intel,snd_hda_codec_realtek,snd_soc_hdac_hda
iTCO_vendor_support 16384 1 iTCO_wdt
btrtl 24576 1 btusb
uvcvideo 114688 0
btbcm 16384 1 btusb
snd_hda_core 102400 10 snd_hda_codec_generic,snd_hda_codec_hdmi,snd_hda_intel,snd_hda_ext_core,snd_hda_codec,snd_hda_codec_realtek,snd_sof_intel_hda_common,snd_soc_hdac_hda,snd_soc_skl,snd_sof_intel_hda
intel_rapl_msr 20480 0
snd_hwdep 16384 1 snd_hda_codec
btintel 32768 1 btusb
snd_seq 86016 0
snd_seq_device 16384 1 snd_seq
bluetooth 634880 33 btrtl,btintel,btbcm,bnep,btusb,rfcomm
snd_pcm 126976 9 snd_hda_codec_hdmi,snd_hda_intel,snd_hda_codec,snd_sof,snd_sof_intel_hda_common,snd_soc_core,snd_soc_skl,snd_hda_core,snd_pcm_dmaengine
videobuf2_vmalloc 20480 1 uvcvideo
videobuf2_memops 20480 1 videobuf2_vmalloc
irqbypass 16384 1 kvm
videobuf2_v4l2 28672 1 uvcvideo
intel_cstate 20480 0
cfg80211 843776 3 iwlmvm,iwlwifi,mac80211
videobuf2_common 57344 2 videobuf2_v4l2,uvcvideo
intel_uncore 147456 0
snd_timer 40960 2 snd_seq,snd_pcm
intel_rapl_perf 20480 0
videodev 266240 3 videobuf2_v4l2,uvcvideo,videobuf2_common
snd 102400 20 snd_hda_codec_generic,snd_seq,snd_seq_device,snd_hda_codec_hdmi,snd_hwdep,snd_hda_intel,snd_hda_codec,snd_hda_codec_realtek,snd_timer,snd_compress,snd_soc_core,snd_pcm
asus_nb_wmi 28672 0
wmi_bmof 16384 0
asus_wmi 36864 1 asus_nb_wmi
pcspkr 16384 0
mei_me 45056 1
sparse_keymap 16384 1 asus_wmi
soundcore 16384 1 snd
i2c_i801 32768 0
spi_pxa2xx_platform 32768 0
dw_dmac 16384 0
mei 122880 3 mei_hdcp,mei_me
mc 61440 4 videodev,videobuf2_v4l2,uvcvideo,videobuf2_common
joydev 28672 0
ecdh_generic 16384 2 bluetooth
processor_thermal_device 20480 0
idma64 20480 0
ecc 36864 1 ecdh_generic
rfkill 28672 9 asus_wmi,bluetooth,cfg80211
intel_rapl_common 32768 2 intel_rapl_msr,processor_thermal_device
intel_soc_dts_iosf 20480 1 processor_thermal_device
int3403_thermal 16384 0
int340x_thermal_zone 16384 2 int3403_thermal,processor_thermal_device
int3400_thermal 20480 0
acpi_thermal_rel 16384 1 int3400_thermal
acpi_tad 16384 0
acpi_pad 184320 0
ip_tables 32768 5 iptable_filter,iptable_security,iptable_raw,iptable_nat,iptable_mangle
dm_crypt 49152 2
mmc_block 53248 3
i915 2453504 5
hid_multitouch 32768 0
i2c_algo_bit 16384 1 i915
drm_kms_helper 233472 1 i915
crct10dif_pclmul 16384 1
crc32_pclmul 16384 0
sdhci_pci 57344 0
drm 585728 6 drm_kms_helper,i915
cqhci 32768 1 sdhci_pci
ghash_clmulni_intel 16384 0
sdhci 73728 1 sdhci_pci
nvme 49152 3
serio_raw 20480 0
nvme_core 110592 5 nvme
mmc_core 184320 4 sdhci,cqhci,mmc_block,sdhci_pci
wmi 36864 2 asus_wmi,wmi_bmof
i2c_hid 32768 0
pinctrl_cannonlake 36864 2
video 53248 2 asus_wmi,i915
pinctrl_intel 32768 2 pinctrl_cannonlake
btrfs 1486848 0
blake2b_generic 20480 0
xor 24576 1 btrfs
zstd_compress 188416 1 btrfs
raid6_pq 122880 1 btrfs
libcrc32c 16384 3 nf_conntrack,nf_nat,btrfs
crc32c_intel 24576 9
zstd_decompress 90112 1 btrfs
fuse 139264 7
modprobe fails:
sudo modprobe wireguard
modprobe: ERROR: could not insert 'wireguard': Operation not permitted