Wagner poses a risk to Putin, and Putin is a little coward, so they have been isolated to a camp in Belarus as a sort of exile instead of him attempting a complete confrontation with them.

Putin and Lukashenko finds a use for this (for them) unfortunate situation by using them as a threat to Poland, even though Wagner most likely plays no part at all in all of this. Helps saving the face of Putin and Lukashenko by even suggesting that this is something that Wagner would be even remotely interested in doing for them, while at the same time (seemingly) taunting Poland for the internal consumption of Russians, who perceives these sorts of emotional tantrums to be very macho and becoming of “strong men” rulers.

There is no actual risk of Wagner entering Poland, except perhaps if they were forced at gunpoint to cross the border by the Russians.