That's lithium grease in a very volatile solvent as carrier, not wax. The carrier delivers the grease and then evaporates leaving the grease in place.
I may be wrong but I don't think GT85 or WD40 contain wax, I think they are both mixtures of oils of different volatility. So-called dry chain lubes do contain wax and car maintenance stuff like Waxoyle definitely contains wax in a light volatile oil. This is the same stuff as Nikwax by the way, so a cheap way of waxing your walking shoes.
The best wax in an aerosol is household polish, Mr Sheen or Pledge. These leave a thin film of wax after buffing off and some window fitters even recommend them sprayed on and left to protect the metal parts on the mechanisms of plastic windows from oxidation when moist air from inside the house hits cold metal parts and condensation happens. They smell nice too; I clean eveything in the house with Sainsbury's lavender wax polish as it makes the cloth slide easily across the glass or the worktop next time you clean.
