They are well supported, I'll give them that, They've got a good "hard core" of supporters and they get consistently high away followings. I think a part of that at the moment is a collective "us-vs-them" mentality that they've managed to drum up due to their (imagined) "mistreatment" at the hands of the authorities and, to be honest, fair fucks to the ones that keep shelling out to travel all over and support their team.
Sadly though, this does help to contribute to the myth they've somehow managed to erect about them having in some way "exceptional" support, which they absolutely do not. Back when we were last in League 1 we were selling out every away ground we went to. It's what happens when a "bigger" club falls on hard times. The hard core of supporters double down and go "fuck you all, we're going to keep going and making noise." In that respect, Wednesday are not special at all. I expect it will continue for them in League 1 next season. They'll convince themselves (as a lot of clubs do) that they're only there for 1 season so they might as well enjoy it and proove how massive they are by selling out Stevenage, Peterborough, Exeter etc.
Where it gets odd is the consistent lies they tell, that are swallowed up and propagated by other people and the media. "30k every week if we were in the prem" etc etc. As someone further up said, in the whole history of football in Sheffield, they have hit this mythical average attendance figure precisely 10 times. We've done it 9. Yet they, and the nation at large it seems, have this idea that they're freakishly well supported when compared to us.
I do think they're a bit odd in their obsession with it, and how they imagine it makes them so "massive." It's part of their collective delusion in which it's somehow still 1993 and they're still a big club at the top end of football. I don't know why, but this is unique to them. They seem to base a huge part of it on winning the League Cup in 1991, but the list of teams who've won that in the last (for example) 50 years is bonkers. Oxford, Luton, Norwich, Middlesbrough, Blackburn and Swansea have all done it. Blackburn among that club have also won the Premier League in that time. Yet none of those groups of fans carp about telling everyone they're sleeping giants and one of the biggest clubs that's ever existed.
They're deeply, deeply odd. Well supported, but very very weird in their obsession with it and their desperation for everyone else to acknowledge it.