I wonder if the wax would be difficult to wash off when you first use the bar. If you know it is there and are prepared for it ... that might be fine. But if someone did not know, they might be puzzled why the soap does not lather well. I have not tried this on soap, but I am thinking about my experience with vegetables that have a sprayed coating of wax.
I use shrink film to package my soaps after a 4-8 week cure. It does help to preserve the scent. Shrink film is more impervious to water vapor than wax is, but I have not had unusual problems with DOS forming on these soaps after long storage. I do watch for it, and I can appreciate why that is a concern!