Now, now. Some people have different opinions. And experiences. And that's ok.
Wax is usually the final step in perfecting a polish of any kind. Like a car's paint job. Wax is not really a 'coating' per se (wax on, wax off, remember?), it's more like a filler. The idea is that the wax fills up microscopic pores in the finish and makes it appear smoother and shinier than it is on its own, while blocking those pores also prevents moisture (even atmospheric) and dirt from getting stuck in there and either oxidizing the aluminum or just making it look dirty.
Also aluminum can oxidize from humidity, and hey, different geographical locations have different levels of humidity, and therefore different rates of oxidization.