It's so much easier to use, too
Rubbing wax onto your paint, waiting for it to haze over, then buffing it off is about as tedious as mowing your lawn. Even if you pay someone to do it for you, that cost adds up if you have it done fortnightly... which again, you'll have to. Sealant, on the other hand, is easier to apply, and many orders of magnitude easier to remove.
As a bonus, if you've clayed and polished your paint beforehand, it really will look like someone poured liquid glass on your car. If you have no idea what I mean when I say things like claying your paint, don't worry about it. Just use a sealant and you'll be very happy with the results.
By the way, "wax" is not a catch-all term for making your car shiny
A quick gripe from a devoted car guy: people frequently use brand names to identify other similar products -- think "Kleenex" instead of "tissue." That's not something you can do here, because wax and sealant are so very different. If you say you're "waxing" your car, I'll just assume you mean you're using carnauba wax in an attempt to get that yellowy deepness. If you mean it in any other way, you're misusing the word and opening the door to confusion.