No actually.. If you consider the science of waxing, you'll notice that there is a reason people scrape their skis after they wax.
The idea of a wax is to create a flat, hydrophobic, base of the ski to reduce friction and also to reduce impurities in the base of the ski.
On an ideal (flat) wax, when your ski glides on the snow, it creates enough friction to melt the snow underneath and essentially lubricates a the ski's ride. In warm conditions too much water melts, creating a sluggish suction
between the ski and snow (the same way a glass of water sticks to a
glass table). In colder temperatures less water melts, the lubricating
layer is reduced and the ski glides less smoothly.
Hence the different structures of Hot and Cool weather wax.
When you don't scrape, you're giving the negative surface (In this case, the snow) something to grab onto (the imperfections, or "bumps" in the wax), therefore "pulling" the wax off your ski entirely in chunks at a time... Enhancing the friction and creating the unwanted suction on your ski.
So ALWAYS scrape the wax.