Honestly I've only noticed very minor differences depending on colour.
It is not a huge difference and can vary so much in different lights that it's not worth worrying about
They say that waxes tend to glow and sealants tend to be more sharp and defined... so they say on a light coloured car to use a sealant and a dark coloured car to use a wax.
This is spouted by "enthusiast" grade "detailers" who peruse detailing world (which is fine we all start somewhere)
Just that they tend to buy into marketing bull where as those of us who do it more of a serious hobby or profession tend to know otherwise
The most expensive wax I've used is Crystal Rock from Swisswax..something a lot of clients would like on their car.
I am not just saying this but it does add a very small amount of gloss to the finish but not so much that you would be able to stand back and go "that car has crystal rock on it".
The glossiest I've ever seen vehicles are after ceramic coats such as Cquartz (other coatings are available).
these are glass coatings so in effect add surface depth (very minute but they do) as once they have cured they go from a liquid to a solid...
So then you get a true "glass like" coating but this is all depending on the condition of the paint. You could put the worlds "best" wax or sealant on a car which is covered in swirls and it would still look sh*te.
The finish comes from the skill of the paintwork correction... if you spend the time and effort on this it won't really matter what wax or sealant you use, I would avoid certain ones which can "dull" the finish but any of the well used ones, enthusiast LSPs such as Collinite 476s, FK1000p, etc you won't notice at all.
I always say you polish and correct for the shine and whatever you put on, on top of this, is PURELY for protection.