Wi-Fi uses a shared medium (2.4GHz or 5GHz radio waves), whereas modern Ethernet does not (each device has its own cable to the switch).
Whenever any Wi-Fi device (client or AP) transmits a packet, it's technically a "radio broadcast" at the physical layer, because those radio waves go everywhere. They're not getting sent down a dedicated antenna cable or waveguide or other dedicated pipe of some sort that guarantees that no one other than the intended recipient can eavesdrop on it. All clients of the same AP are on the same channel, so every packet transmitted on that channel, by any device, could potentially be heard by other device listening on that channel.
However, at the data-link layer (layer 2), the Wi-Fi packet being transmitted will be addressed to the unique hardware MAC address of the intended recipient. So at that layer we would call it a "unicast". Most devices ignore transmissions that aren't addressed to them, but people could still run sniffers or other network/security analysis tools that record those packets. Some packets are addressed to "multicast" or "broadcast" addresses at layer 2, when the sending device wants multiple other devices to receive the packet. So that latter kind of transmission would be considered a broadcast at both layers 1 and 2 (and probably layer 3 (e.g. IP) as well).
If two devices are connected to a switch (including the typical 4-port gigabit Ethernet switch on the LAN side of most home gateway wireless routers), then the switch looks at the destination MAC address on each packet to decide where to send it. If it's addressed to a unicast MAC address that the switch has already learned is connected to a certain other port, then the switch only forward it to that one port. If it's addressed to a multicast or broadcast address, or if it's addressed to a unicast address that the switch hasn't learned yet, then the switch will send the packet to all other ports.
If an Ethernet "switch" were to always send all unicast packets to all other ports, then it wouldn't be an actual switch, it would be an older obsolete device known as an Ethernet "hub". Hubs were common with 10 Mbit Ethernet in the early 1990's, and became rare in the days of 100 Mbit Ethernet in the mid-to-late 1990's. Gigabit Ethernet doesn't allow hubs at all (the IEEE 802.3 1000BASE-T gigabit Ethernet standard originally had a provision for gigabit Ethernet hubs, but no one ever shipped one, and that provision was quickly officially deprecated).
