The detection itself doesn't care for file extensions - it's just that Standard Shield does.
If a viewer recognizes the WMF format by its content, it doesn't really matter what extension you use for the file. So, to prevent any possible loading, Standard Shield would have to scan every possible file. We believe this would be unnecessary overkill (slowing down the computer significantly), because:
1. Both Web Shield and mail providers should scan every received file by default
2. Standard Shield now scans created WMF files by default
So, the infected WMF file should not get to you computer unnoticed (unless it's already there).
However, you are certainly free to make Standard Shield scan all the files by putting * to the "Scan files on open" mask box.