Newer Plugs may have Bluetooth. I think it depends on which generation you’re using. The original Plugs that I have do not have Bluetooth. When setting those up, I have to connect my phone to the Plug’s own Wi-Fi SSID, and then my LAN’s Wi-Fi settings get transferred via that connection from the phone to the Plug. Because of that, I think taking the phone and Plug close to the LAN Wi-Fi source can be helpful when trying to improve setup connectivity chances.
You’re not alone there. Here’s another recent post urging Wyze to adopt full Home Assistant support: