That's right, by default the MX will establish the tunnel with the primary WAN. The document is correct.
On the other hand. With MX 19.1.4, Meraki introduced official support for failover and failback between non-Meraki VPN tunnels.
Configure Secure Access with Meraki MX for High Availability and Health Monitoring
I am not a Cisco Meraki employee. My suggestions are based on documentation of Meraki best practices and day-to-day experience.
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