When using Wemod with Modded Skyrim specifically Skyrim Script Extender (SKSE) you need to start the game first using SKSE And Then hit play in Wemod otherwise you will get the Bethesda Skyrim launcher witch lunches only vanilla Skyrim with out mods. 
Hello!
Yes, this is the well-known solution to using script extenders on large RPG games such as Elder Scrolls and Fallout. For example: [STARFIELD] [FIXES] Not Launching In Full Screen / No Sound When Using WeMod / Player Moving Very Slowly / & Others - #6
You need to launch the game first via the script extender in this case otherwise the trainer will not inject correctly. There is nothing WeMod can do about this. But it only takes an extra 5 seconds of your time, so it’s not an issue.
You could also get a Pro subscription, which allows you to launch the trainer from a mobile device rather than alt+tabbing to it on your computer. https://support.wemod.com/docs/what-is-pro.