You are exactly correct, motokid - it is confusing, especially if you have been dealing with all of the bikes called WR over the years.
Actually, the first bikes that the Yamaha factory called WR (that I know of) were the bikes the original poster is asking about.
These were the off-road versions of the then-current YZ-250 motocross bikes (liquid-cooled 2-strokes back then) having changes to make them better for riding off-road away from the motocross tracks such as larger fuel tanks, 18-inch rear wheels instead of 19-inch, a stator that was capable of powering lights (although the lighting equipment was not included with the bike when it rolled off the showroom floor), a round-slide Mikuni carburetor, and the feature that gave the bikes the WR designation:
A Wide Ratio transmission, or at least wider than the YZ-250.
1996 was the last model year for the WR-250Z in the USA.
In 2001, another WR came out, the WR-250FN.
This bike was based on the 4-stroke YZ-250FN motocross bike of the same year and had similar changes from the YZ that year as did the WR-250Z did a few years earlier:
Bigger tank, 18-inch rear wheel, and it actually came with lights as original equipment.
Once you uncorked the WR-250FN, it was basically a YZ-250FN with the mentioned changes.
I own a 2002 model, myself, the WR-250FP.
So, we've had the 2-stroke WR-250Zs from 1991-1996 in the USA, and the 4-stroke WR-Fs (in 250, 400, 426, and now 450cc) since 2001, and these have all been bikes with competition in mind as they were all based on the then-current YZ models of the time.
Then, the Yamaha factory debuts another line of bikes designated WR what are, basically, dual-purpose bikes with lots of street riding in mind, sharing zero components or designs with the past WRs, and not being based on any YZ.
I, too, feel these bikes should have been called something else, like XT-250R and XT-250X, or something like that, but the marketing men got the upper hand and decided it would be better for selling bikes.