Living on an orchard, we grow many more apples than we can eat and so store them in the garage throughout Winter where it's cold. They are in a box, but with air circulating around them and newspaper between each of the layers of apples. Why does the skin of the apple go 'waxy'? Also, how can this be prevented?
This waxy coating is called epicuticular wax, as it forms the cuticle of the fruit. It is essentially paraffin. It acts to both seal in moisture and keep out fungi, dirt and microorganisms.
As rumtscho suggests in her comment, even if you could prevent it from forming, it's not a good idea for obvious reasons: it does no harm and keeps the apples fresher for longer.