Thanks for all the replies guys. I tried wiping out the very light wax swirl marks but it didn't help. I think I will just wait until the next time I wax the car and maybe rub the wax in a bit slower and use a bit less and see what happens. The swirl marks are VERY light like I said so I'm not going to worry about them, I'm sure they will come off when I wash the car again.
My guess is the swirls you are seeing are not from the wax itself, but caused by the process of washing, drying, waxing, and buffing. What I'm saying is, your clearcoat has the swirls, not the wax.
If the car has ever been through an automatic carwash, that will leave swirls. If you don't wash/dry with the correct process, that will also cause swirls.
To get swirls out, you can try a few products by hand. But with my experience, swirls will require a Dual-Action Buffer, good pad, and some sort of polishing product (There are a million to choose from). Once you get all the swirls out, use a good process when washing, drying, waxing, and maintaining your paint to avoid their return. If you plan on using those automatic car washes, then save your time and live with the swirls because they'll keep coming back.
Read the "show and shine" forum here and you'll see others have posted the products/processes they use to keep their paint swirl free.