" It sounds like Lake Geneva's mountains are more off in the distance, while Brienz and Thun's are very close. Is this an accurate way to put it? "
Lake Geneva is several hours from Wengen, so "off in the distance" is an understatement. Unless you're doing something else in the area, I wouldn't make the detour just to ride on that lake. However, if you do want to see Chateau de Chillon, Montreux, Vevey, Lausanne, etc, then a boat ride on Lake Geneva will be an easy "add on," as boats connect all these places.
Lake Brienz and Lake Thun are about 45 minutes from Wengen. Interlaken is literally in between these two lakes; from Wengen, you take the train (about 15 minutes) down to Lauterbrunnen, then change for the train (twice an hour taking 20 minutes) from Lauterbrunnen to Interlaken Ost (right at Lake Brienz). You can take a train, or a bus, or walk, from Interlaken Ost to Interlaken West, for Lake Thun (the walk is about 20 minutes).
I had a lovely boat ride on Lake Luzern, but I was staying in Luzern, and used to boat to get to Vitznau, where I then took a train up to Mt. Rigi. Again, I'm not sure it's worth a long detour if you're not going to be in Luzern otherwise.