Why A wire-wound resistor is literally a length of resistance wire coiled around a form, which makes it a small inductor as well as a resistor. Inductive reactance rises with frequency (XL = 2*pi*f*L), so at RF that stray inductance adds reactance the designer did not plan for, shifting tuning and impedance and making circuit behavior unpredictable. For RF work use carbon composition, carbon film, or metal film resistors, which have far less inductance.
Watch out Internal capacitance is the wrong mechanism: wire-wound parts do have a little distributed capacitance, but the dominant parasitic by far is the series inductance of the winding. Overheating is not the issue either, since wire-wound resistors are usually chosen precisely for their high power rating.
Wire-wound = wire wound into a coil = an inductor in disguise. Coils and RF do not mix.