Agreed. Their wheel wax is just "wax" for wheels. As you can imagine it will get dirty after a while. I too recommend a ceramic coating for the wheels. If not dedicated to the cost and time associated with ceramic coating even for wheels, something as simple as these following products will work:
Meguiars Hybrid Ceramic Wax
McKees 37 Hydro Blue Sio2 coating
Milwaukee Muscle Ceramic Wax
Adams Graphene coating
CK Quartz Dlux for wheels
Gtechniq C5 wheel armor
GYEON Q2 Rim/Wheel coating
I do have experience with the top three products. The Meguiars HCW, McKee's 37 and Milwaukee Muscle give really great results on the paint and has a lot of beading and lasts about a few months if not maintained at all in a majority of the areas.
I've seen pretty damn good results with the Adams Graphene coating. But the new products from Meguiars and Turtle Wax will do just fine for your wheels if you like something to do. If not, definately get a ceramic coating mentioned above.