I don`t really think it`s a big deal with waxes that don`t crosslink. They just sit on the surface and hang out till they evaporate or get rubbed off when washing. Some manufacturers with crosslinking polymers suggest a bare surface for best adhesion. In some products, residual oils could result in the crosslinking being compromised.
Mike Phillips original answer gives a lot of insight as to why Meguiars products look so great until the first wash. The sun beats down and the oils rise to surface and then get washed off.
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