Yes.
WiiM Sub out to Sub and USB out to external DAC to Mains is generally not recommended due to potential clock drift.
Since USB DACs are usually asynchronous nowadays, over time the two DACs can get out of sync with each other.
Whilst that’s possible, surely we need to remember:
1 - These are very accurate devices, and the drift will only be slight.
2 - Any drift will be reset every new track.
3 - As the main audible source would be your L&R speakers, we can count that as ‘correct’, and see how far the sub drifts from this. Due to the nature of the frequencies handled by the sub, errors there are going to be far less noticeable.
4 - Remember, this is one DAC for frequencies above a certain point, and another for frequencies below that point. This is not two DACs trying to play the same information.
5 - It’s not unusual for people to use WiiMs in groups around the house, some have even taken to adding a Mini as separate unit to drive a sub. Other multi room systems with ‘party mode’ do something similar, and without issue.
I’ve looked into this recently, and while I agree it is absolutely genuine theoretical issue, in most real world situations, it shouldn’t manifest itself in audibility.
But as ever, I’m more than happy to hear of any evidence to the contrary.