You (We) need to understand our environment. "Hostile" environments (coffee shops, conferences) tend to be wireless but with unidentified risks that may exist.
In a business, wireless is more prevalent and largely safe because (broadly) business people are not hackers. This is true of the businesses I am associated with but may not be true for you.
In a residence (single family dwelling on a lot), wireless is normally safe. My residence is safe from potential hackers on the street. In an apartment complex, I would suggest wired connections to maintain safety. You do not know who is around in a dense surrounding like this.
Once in a Tunnel, traffic is safe whether wired or wireless input (and output at the other end). Inside the VPN tunnel is quite safe. Use the best type of VPN you can.
Firewall concepts and workstation security (Windows Defender) are pretty much the same, wired or wireless.
Multiple devices on the same shared network: wireless does present a larger risk than wired. I am assuming the area of sharing is small. But be aware if sharing is in a residence or in an apartment where you do not know what others are doing.
The real key is (always has been) to be aware of your surroundings
If people are trying to access other devices (networking, file sharing), it does not really matter wired vs wireless.
Wireless here to stay and is expanding, so make sure wireless radios use secure transmission and that wireless devices can use the high security.