Hello,
there shouldn't be an issue with this as long as the Wazuh server has enough CPU and RAM to handle both components.
The only caveat I can anticipate is related to load balancing. If you have a Wazuh manager cluster and you want to balance your syslog traffic across the cluster, it's best to use a separate server for rsyslog and make sure that you send the information to a NLB that balances the load between your Wazuh managers.
Similar to this architecture, one of the agents would be sending the syslog traffic (based on the output of a local rsyslog):
If you don't use a Wazuh manager cluster then there's nothing to worry about in this regard.
Hope that helps!