Unfortunately, XenForo does not have a standardized way of integrating with the "What's New" page. While we could add a separate link under the Forums tab (or more semantic, the Wiki tab), the Wiki tab already has a persistent Activity Feed when its tab is open (and the feed enabled). Also, wiki content is already integrated with member activity feeds and "following" feeds in XenForo.
As for what XMG does to solve the What's New problem, this is not a solution that multiple mods can share without causing conflicts with each other (the tabs don't exist in the default XenForo What's New templates). Until XenForo offers a built-in solution for including multiple tabs on this page, or having any tabs at all, we'll have to pass on this particular integration.