This is going to stir the pot here, but so be it. I'm with John here, I never put wax on my turnings. Wax is not a finish, it is not permanent, and it eventually (many years later) "evaporates" or otherwise disappears. Why go to the trouble of waxing something if you eventually have to wax it again?
For over twenty years I have been asking turners why they wax their turnings. I have never heard a satisfactory response from anyone. First I get the Deer in the Headlights look in their eyes. Then they say something about protecting the finish. Then I ask, protecting from what? More Deer in the Headlights. From handling, they say. Well if the turning is a display piece sitting on the shelf, it is never handled. If the turning is a utility piece, then maybe I can see it but I'm not convinced. I have stood up a meetings of various clubs and asked the question. Crickets.
My conclusion from this decades-old curiosity of mine is that most turners that wax their pieces do so simply because when they started turning that's what they were taught to do, or because everyone else does it. Those are not good answers. Ask them why and I've never heard a solid answer. Waxing is a waste of time and wax.
A buffed lacquer or poly or layered oil finish provides much more protection than any wax, in this old guy's opinion. (Note that "opinion" is the key here, but I'm open to being convinced otherwise although by now I'm pretty sure it isn't going to happen).