I just created a PR in matplotlib to add support for high DPI displays when using the wxAgg backend (e.g. when embedding matplotlib figures in a wxPython application).
The PR is here: https://github.com/matplotlib/matplotlib/pull/26710
The variety of use cases and features of matplotlib is very large. I welcome additional testing in all platforms as it is conceivable that there may be features that I have not tested and that I have not added support for. Thank you!