The wax that is used on apples is a non toxic non harmful food grade wax that is very safe to eat.
I've eaten many apples over the years that were coated with the food grade wax and it never has been a problem.
You can always peel the apple to remove the wax before eating the apple if you prefer to do so.
But I never peel apples and just slice them up with the peeling and wax on and snack on them that way.
The wax used on apples is a very safe and edible wax however some people may not like the taste of the wax and prefer to remove it but it's not required to remove the wax coating before eating.
As apples mature the apples produce a natural wax coating to them to help protect them in nature.