Yes, any wheel cleaner will remove the wax and/or SG put on wheels for protection. Even the mild wheel cleaners.
I asked the exact same question to Terry at CMA and that is what he told me.
Get a spray bottle and mix water with your car wash like Meguiars GC or Eagle One. Make a nice sudsy solution and wash your wheels with that. Given their protection, any accumulation should come off given that you wash them regularly.
I do that with an old chenille cotton pad and it works great.
I experiment with Klasse AIO, Wheel Wax, and Collinite on my wheels. All work well.
Plus, you save money on wheel cleaner :up