Honestly waxing makes you go faster, but I don't think it's much of a huge deal for non pros that aren't trying to shave seconds from their boardercross time or get more speed for their freestyle run.
I'd say you're far more likely to break a board before the base dies from lack of wax.
I tend to only wax if I specifically need extra speed for some reason (jump without enough run in, contest etc). Most of the time I don't even notice if I don't wax.
Snow conditions will have far more effect on your speed than waxing.