I'm skeptical/dubious about that claim, though I haven't researched it. While I was looking up things about James Wong Howe, she was never mentioned in what I read. If you look her up, there's a reference here and there, but in instances where he shot a film she had worked on and it's mentioned, they don't say anything about them having been related in any way, which is curious to me. An example is this from a New York Times article about her and a film retrospective:
In 1936, seeking to increase the authenticity of her depictions of Chinese women and hoping to find her spiritual homeland, Wong set off on an 11-month visit to China. (The retrospective includes newsreel scenes shot by the renowned Chinese-American cinematographer James Wong Howe of her strolling through the streets of Shanghai.)
There's many instances like this. Wouldn't it be mentioned they were related?
I'm wondering if just because "Wong" is in both their names, it is assumed they're related and it's not a fact.
The two online instances I saw this referenced were someone who wrote biographical info on IMDB, though James Wong Howe is referred to as "an actor cousin". (?) And the other was on a silent film blog that says this, but without annotations. So I'm skeptical about this, so far.