Multichannel blind source separation (MBSS), which focuses on separating signals of interest from mixed observations, has been extensively studied in acoustic and speech processing. Existing MBSS algorithms, such as independent low-rank matrix analysis (ILRMA) and multichannel nonnegative matrix factorization (MNMF), utilize the low-rank structure of source models but assume that frequency bins are independent. In contrast, independent vector analysis (IVA) does not rely on a low-rank source model but rather captures frequency dependencies based on a uniform correlation assumption. In this work, we demonstrate that dependencies between adjacent frequency bins are significantly stronger than those between bins that are farther apart in typical speech signals. To address this, we introduce a weighted Sinkhorn divergence-based ILRMA (wsILRMA) that simultaneously captures these inter-frequency dependencies and models joint probability distributions. Our approach incorporates an inter-frequency correlation constraint, leading to improved source separation performance compared to existing methods, as evidenced by higher Signal-to-Distortion Ratios (SDRs) and Source-to-Interference Ratios (SIRs).