Wasabi or their CoinJoin implementation being open-source has nothing to do with it. That's just a piece of software the end user works with. n0nce touched upon the subject. You have know way of knowing what's happening on a hardware-level and away from the piece of software you can download from the internet. We also don't know what is being checked, how it's being checked, and who does the checking. But Wasabi is not hiding the fact that it is/will be as you can see from o_e_l_e_o's quote of their documents.