Why does a chain waxed with Cyclowax stay clean?

Because hot wax is bone-dry and oil is wet. A wet chain sticks; a dry chain doesn't. That's the whole difference.

Oil and wet lube stay sticky on your chain. Every grain of sand and speck of dust from the road clings to it — after a few rides you get that typical black, greasy gunk that ends up on your calf and your rim. Cyclowax hot wax sets into a dry layer. Dirt finds no grip and simply falls off as you ride.

The nice side effect: a clean chain is also a faster chain. No abrasive gunk between your links means less friction — and the further and dirtier your ride, the bigger that difference gets. Maintenance gets simpler too: no degreaser, no dirty hands, just re-waxing now and then.