Maybe, but I don’t think Wendell would mistake UK secret agents for Canadian private security. He’s an actor. He’s used to having security around.
Cui bono? That is, who benefits? Megsy does NOT benefit from this story.
1) With all her clothes spending, she does not need stories circulating that she got more protection than Kate before Kate became engaged to William. And for an ENTIRE YEAR!
2) Megsy clearly cut Wendell off since he wasn’t at the wedding. More likely, he figures he has nothing to lose in telling stories about her when he worked with her on Suits. And he’s right, he doesn’t really have anything to lose.