It depends on how deep you want to go. Equinix for one (I'm sure others as well, but I'm most familiar with them) offers managed cross-DC fiber. You will probably need to manage the networking, to be fair, and I will readily admit that's not trivial.

I use Wireguard, pretty simple, where's the challenge?

I am referring to the layer 3 connectivity that Wireguard is running on top of. Depending on your use case and reliability and bandwidth requirements, routing everything over the “public” internet won’t cut it.

Not to mention setting up and maintaining your physical network as the number of physical hosts you’re running scales.