This is called ghosting, sweating, hazing, or wax holograms depending on how it presents. There are a few things that can contribute to it:
1. Color of car: more noticeable on black/dark
2. Temps: applying wax to a hot panel.
3. Specific wax: some products are just more prone to this than others. With some waxes, it's very difficult to not have this happen on a black car.
4. Over-application / over-curing: using too much product or letting it sit on the paint to long (less likely than other reasons to cause this).
There are a few solutions:
1. Switch waxes: this is the easiest thing to do, but not the cheapest. Some waxes just ghost or sweat on black in high heat / high humidity.
A trick is to wipe the car down with ice water when your done waxing. It's an old trick - and I doubt it really works. Washing the car again after waxing is a PIA, but can help minimize or eliminate the issue.
This is where more expensive waxes may be worth the $$$$. I can recommend multiple waxes that won't have this issue on black.
2. Switch towels: the best towel to bite off and level wax IME is the Crazy Pile from MicroFiber Madness. This towel can make a big difference for waxes that leave wax holograms.
3. Wax indoors if hot. Remove wax panel by panel.