In fact I usually peel jicama rather quickly with a knife. The peel is rather coarse and fibrous, so I don't try to stay close to the surface. Yucca is commonly waxed, but I haven't noticed it on jicama.
Oh, I know - it's another reason to buy produce from the farmers' market! But waxed cucumber skins have an unpleasant, very waxy texture to me that a thorough washing doesn't dislodge, unlike with waxed fruits.