Keep rubbing? Maybe you applied too much to begin with. I recently played w/chalk paint and based on my exp., I would use a matte poly sealer and forget the wax thing. But if you are advanced into your project, that is not an option. I seem to remember that waxing requires upkeep, more work than I’d like to create for myself. But a sealer is a must (wax or otherwise) as the paint wears off with use/rubbing.

You finished cabinets with chalk paint???