It may be oversaturated with wax, or the wax may not have completely penetrated the fibers of the jacket. Alternatively it may just need some wear or it could be the byproduct of the type of wax you used.
It seems unlikely that you have done any permanent damage though.
I wax my canvas jackets irregularly, but when I do I use Otter Wax. It has no petroleum or silicone products in it. I have found that applying it in a warm and dry room is best for application, smooting out over applied spots with your fingers. I let the garment sit for 24 hours after I am done with the application. Generally it will be slightly tacky but not overly slick or greasy.
If the jacket is too waxed I take a heat gun or hair dryer and heat up some areas and spread out the wax further. Then let the jacket cure for another 24 hours.
All that said, some times you just have to get the intial wear into it. That removes some of the surface wax, leaving just the wax that has actually penetrated into the fibers. This creates a more finished/textured look and feel.
Goodluck with your project