Way back in the 1980s I would use straight Gulf paraffin to lubricate my bike chains. Wax is a great way to go if you have the time and are willing to own several chains. Wax is still a great lube and definitely stays cleaner than anything else but I got away from wax many years ago for the convenience of 'lube and go' with a chain oil. However when my wife and I got into gravel riding I realized I was spending a lot of time cleaning the chains and drive train components to remove grit build up. Seeing Molten Speed Wax convinced me to go back to waxing again. I keep several chains waxed and ready to go so I can swap chains once the one on the bike starts to make noise, that way I can wait until I have the spare time to fire up the crock pot to cook some 'chain stew'.
I have never had a chain lubricant change how my entire bike rides. My pedal strokes are incredibly quiet and feel smoother. It's also nice to not have to worry about grease getting all over my bike and anything I brush into. Highly recommend this stuff!