4TB MBR is possible via 512 Byte Emulation … which WD (and Seagate) did use on external hard drives for a while (i have older 3TB and 4TB WD Elements/My Books which are MBR and old Windows XP 32-bit sees the full capacity fine)
But, WD no longer use 512 Byte Emulation on their hard drives anymore … so, yes, all newer WD drives over 2TB will need to be GPT partitioned
here’s a nitty gritty explaining 512 / 4096 bytes (Advanced Format) and emultation