@yfaber IIRC, WW uses a proprietary protocol that requires a Relay. In theory, I suppose WW could update the firmware to support Zigbee in addition to or instead of the WW protocol.
FWIW, since WW does use a standard radio chip in their module (it's been mentioned somewhere in this forum), it should not be "too difficult" to reverse engineer the hardware connections then modify and install a reference Zigbee client stack. But without a Relay this could not be done OTA, so a suitable ISP/JTAG interface would be needed.
The main problem would be if WW locked the flash to prevent external program loads, which would then require replacing the chip, which in turn would need hot-air rework equipment and skills (not difficult, but perhaps a bit much for a $20 bulb).