to protect from predators
they have coating of wax on the outer surface of their body
keep safe
To protect them against rainwater, since wax is a fat and therefore, unsoluble in water.
Wax
Not only land insects have such a coating; in fact water insects such as whirligig beetles and giant water beetles have such a thick and oily wax coating that they are almost too slippery to handle. They need their slippery coating partly to let them slip smoothly through the water and live in the water in much the same way as land insects can live on land. The wax layer of water insects is largely to protect them from the water and it does so better than a layer of Teflon could, resisting wetting for months on end, even though the insects never leave the water. The reason it can do that is that, unlike a Teflon layer, the waxy layer is constantly renewed. People speak of a waxy layer, and in some insects, especially desert insects, the layer is in fact solid wax, almost like the wax of a candle, although it is chemically somewhat different. (In case you were wondering about the chemistry, it is not an alkane, like candle wax, but mainly a mix of esters of long-chain fatty acids and long-chain fatty alcohols. It is not pure though, but intimately connected to proteins and other materials of the insect's cuticle.) However, in some insects, especially those living in places that are not dusty and are cool and often moist, the waxy coating is oily rather than solid. Examples of such insects include cockroaches and some kinds of termites. Water insects use their waxy layer to repel water, much as a raincoat does for humans. That way they can control the rate at which they otherwise might take up too much water. Thirst can kill, but too much water also can kill. For land insects however, loss of water is far more important. Their waxy layer, which in most species is so thin that it takes special microscopic techniques to be able to see it at all, serves mainly to prevent the insect from losing its water by drying out. Remember that insects are much smaller than humans are, so they have a very small amount of body material for each bit of skin. A beetle about as big as a fingernail has about 240 times as much skin for its mass as a human does, so it needs to avoid losing water through its skin about 240 times as carefully. Otherwise in dry air it would die of parching in a matter of minutes, rather than hours. Also remember that insects are arthropods, like spiders, scorpions, woodlice and so on. Each of these has its own protection from drying out, but it seems likely that the insects' wax layer is more effective and resists higher temperatures than those of most other arthropods. Some zoologists think that their wax layer is one of the main evolutionary advantages that permitted insects to be so successful compared to other arthropods. Certainly it is true that anything that seriously damages the waxy epicuticle is a serious problem for an insect. If the damage is not too serious most insects, especially long lived insects, like termite queens, can mend the damage; some very effective insecticides however, are totally nonpoisonous - they simply are powders that scratch or soak up the epicuticle waxes. The insects parch to death fairly quickly in dry air. Some people think that the reason that birds take dust baths is that the dust kills birdlice and other parasites in that way.
they are made of paper with a wax coating
Non metallic coating is not very stable except Graphite coating other coating includes Sulphur coating and organic coating of polymers the temporary coating of wax ,grease and oils also may be used.
http://www.bestapples.com/facts/facts_waxing.shtml
Paraffin wax can be added to Wilton candy or any other candy. Paraffin wax is completely edible and can be put in mostly any food for coating or a lubricant.
The answer is a paper made of moisture proof by a wax coating
Wax paper has a thin coating of wax on one side, making it nonstick and moisture-resistant, whereas plain paper does not have any coating. Wax paper is often used for food storage, wrapping, and baking, while plain paper is used for writing, printing, and packaging.
Yes it is. Carnauba wax is used for coating many edible products including sweets and pharmaceutical pills.