There are speciality brands using natural waxes, but they are a lot more expensive and appear very niche and retail customer oriented.

Per Wikipedia, Generic wax paper (since 1897) has used parafin wax, and per that other link since 1967 has used PFAS compounds.

So unless it explicitly says it’s using natural waxes, I’d assume some variety of synthetic is being used - probably PFAS based for anything modern.

And glass is indeed great for that! Also old coffee tins!