I don't recall Wyll being a moralizer, but I tend to play neutral - good leaning characters, and the only companion that really got on my nerves with their commentary was Astarion. I've found Wyll, Karlach and Gale the best party to play, everyone was happy that we are helping people, and no snide remarks or in-fighting.
To get back on topic, for me the worst part of Wyll's quest is Mizora. I don't even get why she was given the best plot armor in a game that is supposed to be about player freedom, when she doesn't even contribute to the plot anymore at that point. She is the Noober of BG3 to me.
No, he isn't a moralizer. I like, that you can call him out and get approval from him. I think, Mizora has plot armor from the time they thought they might need her later, before they decided not to make a DLC or BG4. But that is just me theorizing.
"We are all stories in the end. Just make it a good one."