What is the problem with wax crayon stains?

Wax crayon can be difficult to remove because the components are oils or fats in combination with very sticky binders like paraffin wax or similar substances.
In addition to those components there are of course the pigments and filliers like clay or talc.

http://www.squidoo.com/how-to-remove-wax-crayon

http://www.elfwood.com/farp/oilpastel/