I didn't watch What If at all (I hate the What If comics so I'd never touch the show), and don't know about anything that happened in it. It just came off as "Peggy Carter is a super soldier in this universe. OK." The why or how she is a super solider doesn't matter in this movie, so it's a little more than an Easter Egg for those that did watch. If that's the case, then you would still have to answer who Black Bolt is, who Mr Fantastic is, and why Maria Rambeau is Captain Marvel in this. It's the same logic. It wasn't relevant to the story, so they could've practically used anything, but them basically establishing that there is a multiverse in which different things happen in-movie already answers those questions. HOWEVER, I do agree that WandaVision did matter, since this is damn near a sequel to it more than anything.