So I had thought this was a bug and had been reporting it as such, but I guess its just coded this way:
If you go in to combo as Wukong with E>AA>Q>W or even just E>Q>W, it breaks stealth.
The root of the problem, is that casting his combo in quick succession will have him stealth with W before his Q actually lands. Is it possible to change this so that you can E>AA>Q>W without it breaking stealth? It's already a very poor disengage mechanic, and doesn't help that it breaks if using it too quickly.