Too late now but you would be required to buy a CDS to your first destination from the vending machine at WRX and then part-exchange it on-train, otherwise the guard would be within his rights to refuse to sell you the rover and require you to buy an anytime ticket.
NRCOC Section A part 3 says
"3. Where the full range of tickets is not available
If you cannot buy an appropriate ticket for the journey you want to make because the
range of tickets that is available at the station from which you intend to start your journey
is restricted, you must buy a ticket or Permit to Travel before you travel that entitles you to
make at least part of the journey. Then you must, as soon as is reasonably practicable, buy
an appropriate ticket to complete your journey. In these circumstances, you only need to pay
the fare that you would have paid if you had bought a ticket immediately before your journey.
The price you will have to pay will be reduced by the amount paid for the ticket or Permit to
Travel."
As the ticket machine at Wrexham can't issue me a Permit to Travel, and the full range of tickets is not available. Why do I need to buy a single? Ahh I've re-read that so it says I need a single ticket. Hmmmm why can't the machines just issue the rovers in the first place.
However the guard issued me with the ticket on the train with no fuss at all.