No, cannot say I have ever even heard of doing that. Does not sound a good idea. Pertex's selling points are light weight, packability, tight windproof weave with a degree of breathability. Waxing will compromise all of those in the hope of increasing water resistance. My experience with Nikwax on single layer and thin double layer nylon and polyester is that it doesn't work all that well when there is already some commercial PFC type DWR on the fabric.
I would have doubts about how well cotton waxing wax would stay in such a tight, smooth and non-absorbent weave as Pertex. You could try it on a swatch.