This is fine. Some universities decline to send the transcripts directly to WES. As long as the envelope is sealed with university stamps, you are fine.
Don't try to open the envelope or tamper it. Use another envelope, put in your application, sealed envelope from the University and may be a letter of explanation that your university declines to send it to WES directly. Send this envelope.
Make sure your WES application number is mentioned on both sealed envelope from University and in the envelope you are putting everything into.