@feld lol, i too have this problem. somewhere down i believe that if i read the manual page in some different light, some understanding might dawn on me (NATed peer should matter?) but i have yet to make sense of it.
wgpka interval
Set the interval of persistent keepalive packets in seconds. The default, zero, disables these. They can be used to maintain connectivity to a peer otherwise blocked to unsolicited traffic by an intermediate firewall or NAT device.