I will start by saying I do not have any experience in Wordfence, although I have walked many miles in that field.
My understanding is that you can put Wordfence into ‘learning’ mode, where it provides you with a way to do your day-to-day tasks and it learns what is normal for you. When you take it out of learning mode it should then take action when something unusual occurs.
If this is right (and other posters have experience of this) then once you have connected to Vacation Soup in learning mode, Woirdfence would know we are ‘cool’. In short, if you have to do this every time, something is broken.