It's paraffin wax. It's supposedly non-toxic/edible. It's to make the apples shine.

It's wax. Edible wax. It protects the apples while in storage. Stops them from drying out.

https://www.mcgill.ca/oss/article/you-asked/why-do-they-spray-wax-apples-0#:~:text=Since%20the%20waxy%20layer%20prevents,the%20apple%20look%20more%20appealing.&text=Pick%20an%20apple%20off%20a,little%20and%20it%20will%20shine!

My wife used to dunk apples into boiling water for 10-20 seconds to get that crap off