This is factually untrue.

http://www.bbc.co.uk/news/uk-politics-eu-referendum-36612308

Wales voted by a 52.5% to 47.5% margin to leave.

There are very few countries in the world where a non-binding referendum with that kind of margin would be considered a mandate to make a fundamental change to the constitutional basis of the country.

So they voted to leave by a bigger margin than the UK as a whole did then.

Correct, a narrowly bigger margin.

I think if '52-48' is redefined as a 'big margin' then it becomes very hard to define 'a narrow margin' without running into the impact of statistical noise.

Thanks for the correction :)