Use the most reliable connection you can reasonably set up, especially for a timed assessment.

The benefit of Ethernet is reducing the risk of wireless drops, interference, or unexpected network switching.

If your Wi-Fi has been consistently stable and you cannot easily wire in, that does not mean the assessment will fail. But Ethernet removes one avoidable variable.

Test the exact setup beforehand and minimize other devices or downloads using the network. If useful, this guide on McKinsey Solve guide gives more detail.