Yup.

It's normal.

 Of course it’s normal. Change in colour is due to wax absorbing grimes and dirts + some metal particles from drive train wear.

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Stay home, stay healthy.

Yeah, totally normal.

If you're using plain white paraffin wax then you'll notice it will slowly turn a little more grey with every chain that you rewax in with it, as well as the little flakes of wax on your drivetrain turning grey. As above, it's a combination of factors including microscopic material worn from the drivetrain, so you'll get it even riding exclusively indoors. It's basically the same as what turns any chain lube black and horrible, it just doesn't end up on your legs/clothes!