I have one of those racks - cost quite a few pounds more than Westfalia's price (about £22 delivered IIRC, from Conrad Electronic) but it came with a lightweight nylon cover that fits over the wheels when on the tree - so wheel bags would not be required (I actually have 4 MB wheel bags I'm keeping in the hope someone will buy my W/S203 winter wheels thus giving me money to get some for my S204!).
I'm more than happy with the rack, and from Westfalia's description it sounds like the same bit of kit so may well include a cover, they just haven't included that in their description!
His - Denim Blue A220 AMG Line Premium / Hers - Obsidian Black R172 SLK55
They do two types: the cheaper one (linked in this thread) comes without a cover, the more expensive one - item# 841155 - has a cover included. Mind you, I just noticed that it's now £26.99 for the one with a cover, vs. £19.99 I paid last October