You don't have to wax skis to go faster...
ski wax is for protecting the base; without wax it becomes brittle and prone to scratching and getting "hairy"
in theory your ski will be the fastest on clean Ptex however when ptex isn't wax saturated it absorbs all the dirt that's on the snow (snow is dirtier than you think) and it becomes slower, so in that way waxing skis will make you faster because the wax acts hydrophobic and sheds any dirt or water from the ski...
these two things combined leads us to the current standard for waxing, and that is,
hotscrape to get the dirt off ( = faster ski + better for the base)
Saturate base with wax (base becomes stronger and will take more abuse)
scrape + brush base to get the excessive wax off and get the clean Ptex + base structure...
so to come back to your question on wether or not wax factory skis; you choose; the skibase is probably not saturated but it'll glide just as well as a properly waxed ski...
only argument i see for waxing new skis is that you saturate the bases even more and thereby prevent excessive chipping etc...