I also used to go more damage on wukong back when I was in bronze/silver. The beauty of this build is that you get all your damage and CDR early, which are important for your early ganks. Going tanky too soon hugely decreases your early game presence.

However, after you have two damage items, you'll be at the point in the game where you begin to group for teamfights and objectives. At this point, it is so important to have tankiness. Wukong with 2 damage items already does a **** ton of damage: once you get survivability, your teamfighting power just skyrockets. Once I realized this I started climbing super fast. You should try it!

I usually like to go more damage on wukong. He does so much damage with like a hydra or something