Potentially, and most likely the animals (chicken, turkey, etc.) are fed grains; WAG doesn't actively add grain into the food process. A dog that has a grain allergy could still react to feed where the animal's diet includes grain.
The grain free is not part of the recipe. No grain added means you don't know if the animal ate grains in is life so it can't be classified as grain free 100%.
It's more of a disclaimer In case of allergy. Grains build up in the fat and muscle when an animal eats it. This secondary contact.
Grain free means no grain at all. No added grain means whatever ingredient that contains grain will be there, but they will not add additional grain to it. It's like a natural apple is "no added sugar" but it contains the naturally occurred sugar in it.