To be honest it does. A simple but often ignored fact is hair removal (of any kind!) can be a superficial "trauma" to the skin especially when you pull hair from the very root, it is normal for the skin to react in its own way. And this is why redness with mild itchiness after waxing is quite common, which may disappear within 24 – 48 hours.
One of our customers commented: The wax pulls out your hair so i wont say its painless and its stupid to assume it would be painless since we all have nerve endings near the surface of our skin. Though I can say that it is less painful than waxing with the fabric/paper strips.