They seal them to prevent warping/splitting. Problem is: many of the blanks are sealed when the wood is not yet dry. Once you remove the anchor seal, the wood is subject to splitting if dried too quickly. Here's what I do:
Remove the wax on the faces with a card scraper. Leave the wax on the ends, and leave the ends sealed to prevent checking.
If necessary, run the blocks thru a jointer or planer to remove the rest of the anchor seal.
Weigh the block with a postal scale and note the weight with pencil on the block.
In about a week, weigh the block again. If it loses weight, the block is losing moisture and is not yet dry.
Once the weight is stable, it is dry.
If you want the block to dry slowly, and prevent it from splitting: wrap it in dry newspapers, then put this in a plastic bag. This will ensure slow and even drying, minimizing splitting. Change the newspapers weekly and weigh the block at each paper changing.
I hope you are a patient person!!
