Mine have wax. They were delivered to my mailbox in July during a sunny 115 degree day. I opened the package and some of the wax had melted out of the pickups. They still sound fantastic.
They do special order stuff, for example my DGT pickups are wired to work with the rotary switch instead of the typical braid with white split wire. So, it would seem reasonable they would be able to do a no-wax set if that what someone wanted.