Wander means to stroll, go from place to place without a settled route or destination. Wander off means to stray away from your original path or thought.

wander away (from someone or something) and wander off (from someone or something) to roam away from someone or something. The little boy wandered away from his mother. He wandered off from his sister. The dog wandered off. It means that someone has gone to another location with no real purpose. It can also mean to become lost, such as--> "He wandered off the path and became lost in the woods."

If a child were to “wander off” it would mean that they left your side and walked away. At that point you may or may not know where they went depending on how far they had "wandered" before you realized they were gone.