Tree sap can mar your paint job as it is. The longer it sits on your paint's surface, the more damage it can do. By simply trying to compound it or wax it off will only cause more of a paint issue, and it can mar mar your paint even more because it is only going to spread around on the rag and your wax contaminating further areas.
By removing the sap, you are creating a clean surface area for the wax. Think about it this way, the reason we wash our vehicles first is to remove the dirt... if we don't then the dirt gets mixed into the wax and acts like sandpaper scratching your paints surface. Now you need to hire a professional to do some paint correction to get these swirl marks and scratches out.
Paint contamination such as tree sap, consists of bonded and imbedded organic and inorganic particles that are harmful to your vehicle’s paint. These types of contaminates and particles cannot be removed through regular washing processes. Organic particles and matter originate from the broken down remains of plants and animals in the environment and physically bond to your vehicle’s paint. Inorganic particles and matter are inanimate and not of biological origin. These particles not only physically bond to your vehicle’s paint but also chemically bond, often making them tougher to remove than organic particles.
The only way to lift these particles from your paint is to clay (using clay bar) during the washing process. Before the final polishing and or paint sealing process, it is important to make sure the paint is as contaminant and swirl free as possible... in the art world we have a saying - "Garbage in (the beginning stages, Garbage out (the end result)".