Yes, evidence has shown for decades that social interaction with others is key to healthy development. Being isolated and only exposed to the thoughts, opinions, etc. of your family or similar restricted social circle can leave people unable to transition and cope with real world relationships.
If the home schooling is linked to other reasons for social isolation,(e.g. religious beliefs), it can result in "othering" of people outside the home. In some extreme cases, young males went on to have dysfuctional and violent relationships with women.
In the case of the Wagners, it seemed to contribute to their problem as an "enmeshed" family. Some parents can probably handle home schooling better than others. The Wagner parents didn't seem to have a healthy relationship, so that would have been transferred to the sons.
I'm not sure of any statistical significance, but we have seen quite a few cases in the news and here at WS where kids and families who did home schooling and were "enmeshed" developed serious problems with violence towards others and abuse at home. This case is one of them. I'm not finding any data and it's probably not being measured in the cases of young adults who engage in violent crimes.
One case where I felt the homeschooling and orthodoxy might have had an impact on the killers:
Nicole Lovell: A timeline of the two years since her disappearance
Another killer who seemed to develop serious problems as he tried to transition into adulthood
Austin serial bombings - Wikipedia
All JMO
It doesn't mean everyone who is home schooled will turn out bad. It's possbily more like kids who have problems will have difficulty coping.