It suppose to be within the wax (pigment that is).

Did you mix your own or bought premixed?

In any case try to leave it for a day before waxing (wax could be buffed at any time - I remember my Grand Ma used to make us wear special felt slippers in her house - her inlay floors were waxed...)

You might need to do it several times (waxing) to achieve desired saturation of color.