Hmm, I just got 1.6.2 so I tested this as I've used Link over wireless before. Standard rules apply: Only 1 network interface can be enabled at any one time, and if you switch between wired and wireless, you usually need to restart your computer (new behaviour is also that after switching interfaces, and Link doesn't want to work, the Link icon still appears in RekordBox for a few tiny moments every 15 seconds or so).
New, interesting and disappointing behaviour though...
When using wireless, the Link icon appeared, which is good.
Link connected, and the icon was the new one indicating RekordBox was Linked via wireless, this is also good!
Only my DJM-2000 appeared in the Linked devices list in RekordBox, hmm, not so good.
I tried to CUE Link a track and got the error "Cannot load track: check your audio settings". Again not so good.
There's clearly logic happening here to account for the new XDJ-AERO and RekordBox App stuff. It kind of works in a way, but unfortunately it totally screws with existing hardware, and existing methods of Link connectivity. In short, it doesn't make sense.