Envelopes were considered a luxury into the 1880’s and even when mass envelope production was introduced, they were not self-sealing.
The practice of sealing legal documents with a wax seal continued up to the WW2 and even today some trades such as diamond merchandising still seal with wax for security.
The customer would not purchase the whole box. It was made to fold back and be a counter display for the customer to choose their colour. Inside, each individual stick is stamped "Stephens Fancy Wax".