Elsa asks via Twitter:
American cucumbers have a relatively thin skin, so when they sit out for any period of time, they are likely to lose moisture and dry out quickly if nothing is done to prevent it. Often cucumbers are waxed as one method to seal the moisture in; another is to wrap them in plastic.
Traditionally, before refrigerated shipping and various moisture-sealing methods became common, cucumbers were pickled shortly after picking as the preservation method of choice. For this, the thin skin is ideal, because it lets the pickling juices pass into the cucumber without all that fussy slicing. With a big enough jar, you can have a relatively simple time pickling a bunch of whole cucumbers.
The advantage of plastic-wrapping cucumbers over waxing is that you don’t have to deal with the wax. Generally, people would peel waxed cucumbers, and that would certainly affect the presentation and nutritional properties of the cucumber. You could wash the wax off, but that’s a lot more work than peeling, generally speaking.