Think you guys got it all wrong. Wd2go is merely providing us with remote access service but they do not have access to our local data unlike those online cloud provider even if it’s through openvpn because they do not have our local shares login credentials. That’s where the java API prompts you for your share logins before the drive is being mapped to the remote PC. For the mobile apps, it uses hashed credentials generated from the WD Dashboard to allow you to access your shares via webdav.
Technically what they do is to provide us with a dns forwarding service that help us to login remotely without the need to remember our dynamic ip address : port. And if your home network is not able to do direct SSL connection, it will then use openvpn to tunnel the connection to your nas.
I do not represent WD but it doesn’t take a lot of effort to read their source codes.