what is this "com.wdc.WDPrivilegedHelper.plist"

That is part of the proprietary Western Digital software you installed to manage an external drive. If you don't want it, then follow Western Digital's instructions for uninstalling the Western Digital software (whatever that software may be).

Edit: If you uninstall the WD software, then you will only be able to read NTFS formatted drives. If you are using the WD software to utilize a drive's built-in hardware encryption, then make sure to turn off that feature before uninstalling the software or you won't be able to access or re-use that drive until you do so.

Most regular forum contributors advise against using proprietary third party software to manage external drives because a macOS will sooner or later break that software preventing the user from access the data stored on the external drive until the user resolves the issue with the third party software. Most contributors recommend using a file system which macOS natively supports (APFS, MacOS Extended if the drive will only be used with macOS, or exFAT if the drive is being shared with a Windows system).