My MyCloud EX2 Ultra (2019Q1) does.
If you not already haven’t, I would say, give it a try. As far as I know there is no setting (available) that needs to be switched on, it was standard available to me.
You may also have a look at this thread: Shutdown via SSH.
I have Ex2 ultra too, but mine doesn’t work properly. I was checking the scripts they use to shutdown the device and I’ve found the command they use to activate the WOL right before the device goes off. I will not paste it here because, if you run this command you lose access to the NAS, then you have to unplug and plug the cable back. I don’t want people damaging their HD.
Back to the subject, I don’t know why, sometimes my WOL works, sometimes doesn’t. and I always try on port 7 and 9.
@Francescodf, you can use one of these apps, maybe it works for you.