Wax uses a higher heat point to work, which is why so many people get burns when waxed. Sugar uses a much cooler heat point, so it won't burn you.

I assume that "wax", "sugar" and "heat point" have some special definitions in this context? The melting point for paraffin wax is somewhere between 40°C to 60°C, the melting point of sucrose is around 185°C.