Yes, I remember Wales received a lot of EU funding for infrastructure and there used to be those "funded by the EU" signs everywhere. They voted in favour of Brexit.
I think this sort of things does little to convince people. The road network was there and working before the EU, it is still there and working now.
Especially, people were well aware that the UK was a consistent net contributor to the EU budget so knew that EU funding for infrastructure was not reallly a benefit.
It was still a benefit for Wales.
Yes, the UK government was a net contributor, but the UK government likes to concentrate its spending around London.
EU funding was specifically given out to poorer regions (like Wales) that were long neglected by their national governments.