Remote Syncing is just one feature of the My Cloud, as is local backup, remote file access, local media streaming, etc. The My Cloud is a network attached storage device. It is NOT like DropBox or similar online cloud storage services. The My Cloud serves a slightly different function than online storage services like DropBox.
One troubleshooting suggestion. Try enabling manual remote access through the My Cloud Dashboard > Settings (if not enabled) and then configure port forwarding to the My Cloud of the two remote ports used on the manual remote access setting to see if that improves or helps WD Sync work when connecting remotely. Sometimes local broadband providers may block inbound ports and or UPnP used by the My Cloud and using the manual setting, using alternate ports, and using port forwarding can sometimes work around that issue/problem.
The WD Sync program is what it is. I don’t use it. Preferring instead to use other methods and software for syncing. Currently I don’t do remote syncing precisely because of how WD has limited the remote access to the device. If you have a third party sync program that supports FTP (not SFTP) you could enable FTP through the My Cloud Dashboard and have the third party program sync through FTP. Downside however is that FTP is not a secure protocol.
If one is willing to SSH into their My Cloud they have other options including possibly hacking the My single bay Cloud firmware to allow for SFTP which third party software like Free File Sync supports. Use the forum search feature (magnifying glass icon upper right) to find past discussions on using SFTP.
Another option is to setup a VPN connection between the computer and the remote network where the My Cloud resides. A VPN tunnel may allow WD Sync to treat the My Cloud as if it were local rather than remote. Do an internet search to learn more about how to setup a VPN client/server connection for your network/PC.
If using an older first gen single bay My Cloud running firmware 4.x one may be able to remote map their My Cloud using the unofficial CloudMODApp (https://community.wd.com/t/app-clouddavmod-various-versions-for-firmware-v4-12-2016/161543) for first gen 4.x firmware. And no one cannot flash the first gen v4.x firmware to a second gen v2.x version My Cloud.
There is also the unofficial GoodSync option that may work, but I’ve never used it. See the following links for more information on GoodSync and the My Cloud.
Your asking the wrong people. We are just end users not WD employees. There are a number of things WD does that has long mystified we end users when it comes to the My Cloud and the WD My Cloud software/apps. Best you can do, other than returning the My Cloud and using something else, is find workarounds when you run into issues like you are experiencing with the WD Sync program.