in-universe, i see it as a Friend Group A and Friend Group B situation. basically wario has chemistry with both, but the groups themselves never go out of their way to interact with each other--i.e. waluigi may not be particularly interested in seeing people outside of the mushroom kingdom, unless you count the wario mangas where he hangs out with Wario on his (ad)ventures.
alas, i can't find it, but there was a graph i saw on twitter that illustrated this exact relationship (or rather lack thereof) by grouping the universe of characters revolving around Wario into different franchises: Waluigi, Wanda, and Tatanga were assigned the Mario franchise; the WarioWare crew was assigned, well, WarioWare; Captain Syrup and Shokora were fit with Wario Land; and so on. These groups of characters don't interact either because they're awkward together or because Wario has no interest hooking them up.
so no, waluigi wouldn't be mad.