There is no evidence that I am aware of that waxed laces are more prone to causing damage to skates than unwaxed. If anything, though it's assumption on my part, unwaxed would cause more wear and tear on a skate because some might pull tighter on them to get a good fit, stressing the eyelets, and that they need to be re-tied more often over the life of a boot.
Regardless, we're going off topic. If we want to continue this discussion, we should break this out into a thread about waxed and unwaxed laces....