From what I see in the source of wgrep.el, you will need to modify (or aggressively defadvice ) some functions of wgrep.el.
In particular, in wgrep-get-file-buffer argument RAWFILE find-file-noselect should be t, in your case, and the buffer should be added to the list of buffers for destruction. In wgrep-finish-edit a dolist in this new list can be used to destroy open wgrep buffers.
Thus, a function request to the author may be in order :-)
In the meantime, the changes you need are easy to implement (just override the short wgrep-get-file-buffer and the "defadvice after" wgrep-finish-edit ), but you will be vulnerable to updates in the package.
[And, of course, an author / patch request can be sent, but in this case a new configuration variable can be added ( wgrep-auto-kill-buffer or something like that]]
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