Unless you're using real wax...pure bees wax or carnauba, which are actually basic to some oldtime stock finishes....virtually every product sold as "wax" today contains oil. Either good old Pennsylvania crude (petroleum) or synthetic (silicone).

I don't want either oil in my wood.

If you have a proper finish, wax is unecessary. If you find wax is necessary to protect your wood, you don't have a proper finish.

JMO.