Wu dialect and Cantonese do have similarities in some respects. For example, in phonetics, the initials of Wu dialect are similar to those of Cantonese, for example, both have aspirated initials. In terms of vocabulary, Wu dialect and Cantonese also have some common sources, such as ancient Chinese. These similarities may mislead people into thinking that Wu dialect is closer to Cantonese.
But from a larger perspective, Wu dialect is closer to Minnan dialect. This is mainly because both Wu dialect and Minnan dialect are deeply influenced by ancient Chinese and have many similarities in the whole language system. In addition, their differences in pronunciation, vocabulary and grammar are relatively small.
In short, Wu dialect, Cantonese and Minnan dialect all have their own unique historical and linguistic features, and it is impossible to simply say which language is closer to another.