They do have lots of integrations with other platforms so you can get at the data via what those platforms expose, but do you have a way to get at your data without going through a 3rd-party? I don't think Wahoo have their own public API yet, still.
I don't think the data goes to Wahoo at all. I'm not running their app (other than firmware updates) - the trainer's BT+ signal is picked up directly by the iPad/Zwift. That's the big difference - Peloton uses a proprietary signal, so nobody other apps can use it.
