Things like taking screenshots and setting wallpaper actually do have a standard API. That stuff is just part of xdg desktop portals and not the core Wayland protocols. If, for example, a screenshot app uses the org.freedesktop.portal.Screenshot API then it should work with any compositor (as long as the compositor follows the API standards).
What are you comparing it to? I’m pretty sure vnstat is using the raw.interface counters. This would include all protocol overhead. I would expect it to be higher than, for example, an application level counter.