The O-rings are there to do 2 things. Keep the lube in and EVERYTHING else out, including Chain Wax.
If Chain Wax can get inside your chain, warm or cold, something is wrong. If the Chain Wax can get in, so can water, dirt, abrasives, etc...
Since the lube is already sealed inside, you can lube the outside of the chain with anything you would like. WD-40, Chain Wax, Olive Oil (Oh, Popeye!!), or anything else that will keep the outside from rusting.
Because nothing can get in to contaminate, O-ring chains last longer (much).
I'm sorry if I sound like I'm preaching, or being a smart aleck, but it's the truth.
I love O-ring chains because of the lack of need to adjust (I'm lazy) and the long life (I'm cheap).