Why are bees eating the wax?
It's unclear how costly wax production really is, here are a few resources with some guestimates and studies: 

http://www.honeybeeworld.com/diary/articles/fdnvsdrawn.htm

http://www.beesource.com/forums/archive/index.php/t-260700.html

http://www.bushfarms.com/beesharvest.htm#expenseofwax

But doubtless wax is costly to make. So it seems totally reasonable that your bees are actually collecting wax. But my guess, if they were doing this in October, is they drawn by the smell and were poking around for something besides wax per se, like sugar or pollen bits in the wax. 

I just saw honey bees buzzing around a compost pile on a warm day in January, focusing on orange peels and used coffee grounds. They would masticate both grounds and peels with their mandibles, but to my eyes weren't actually collecting anything (they didn't bring it to their mouths with their tongues nor pack anything on their corbiciculae). I suspect they will pick at lots of things when there's not a strong pollen or nectar flow, maybe for medicinal reasons or the like, or perhaps more "for something to do."