I do it b/c I'm a neat freak. I hate having dirty chain and drivetrain. Nice to be able to grab/service it on the side of the road without getting my hand dirty. I literally never clean my chains anymore. I just give it a single wipe after each wax pot. Plug it in, break and dip it for 30 min, take it out and give it a single wipe, re-install w quick link, and literally nothing else for a few hundred miles.
I'm on the same $25 block of parrafin that I bought a few years ago. I re-use the pot 5 or 6 times before pouring it out into an aluminum folgers jar and wiping it out. The pot does get dirty so it gets hard to see the quick link and fish it out but its no biggie. The dirt isn't miscible with the wax and falls to the bottom. Single wipe on the chain and I'm good till the next wax pot.
Is it faster? IDK. Is it clean? Yes. Relatively low effort too, compared to lubing, wiping and cleaning chains. At least for me - I'd actually clean my chains before.
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"Your beauty is an aeroplane;
so high, my heart cannot bear the strain." -A.C. Jobim, Triste