The effect noticed is a) well known (at least at places like
Hydrogenaudio) and b) inherent in lossy coding. Two things worth mentioning (should be mentioned at DAPreview really, but...):
1) The peak value doesn't say anything about how often it clips or how audible it is.
2) The WMA (and probably "wavepack") decoder used is likely clipping the output before the ReplayGain scanner sees it, so claiming that WMA is more accurate based on the reported peak value is incorrect.
Anyway, Rockbox can't really do anything about it except support ReplayGain, which it does.

Edit: Oops, missed the Rockbox specific bits in the DAPreview thread... The Rockbox WMA decoder does not clip the output (that is done by the core, as it converts the samples to the format required by the hardware, after having done equalizing, ReplayGain processing and the like), so in that way it behaves like MP3.