The only clean way is if Wyze opens up the HMS to rules Actions\Triggers. See the Wishlist for that since it has already been requested.
There is a Rube Goldberg way though. It involves stacking Wyze Plugs and use of two shortcut rules. The bottom one is the plug that would ARM the siren when the shortcut is run to ARM (a second click when you also do HOME or AWAY). The top one is the plug that will turn on by rule if any sensor is opened. Second rule shortcut disarms.
I have this installed with both an indoor siren and an outdoor siren, both will wake the dead.
See @dasnider’s post for details on how they solved the problem:
Lastly, Wyze is working on this. Here is the last update received in the forum: