No you can't wash it off. Have you ever tired to wash a cuke before you peal it for the salad or the like? The water beads up because of the wax, and when you handle them at the store your hands start to feel funny, that's a little of the wax rubbing off.
I have eaten pickles and ice cream, but it's always first one and then "oh doesn't that sound good" and gone for the other. Never did it when I was pregnant though. I think it has to do with the "sweet" tastebuds and the "salty" tastebuds.