That waxy film is actually a protective coating that is compounded into the rubber when it is manfactured. Its purpose is to protect the rubber from ozone and UV rays which degrade and oxidize rubber quickly. This wax is incompatible with the rubber base which means it won't mix in to rubber compound. Over time, the wax slowly oozes out to the surface forming a protective layer. Eventually, the wax runs out and stops coming to the surface.
So for parts that are out of view, leave it on. For visible parts, I use 303 protectrant that has uv and ozone blockers in it. It will disslove the wax but takes a little time and rubbing. It is best to have at least some protection for the rubber.
I hope that helps.
