XELB does not support authorization at all, therefore it raises this error when it's requested upon connection establishment. Some ideas:
Check the Exwm wiki/issue tracker, surely there's a GuixSD user who had this problem. For example https://github.com/ch11ng/exwm/issues/534 looks relevant- Run Xephyr without authentication and spawn the game using its DISPLAY
- Configure X.org to not use auth and restart the session (possibly a very bad idea when it's on a a machine on the internet)