I am using a natural 6 cord linen, waxing it myself, and like it very much. However when it runs out I intend to try pre-waxed for the reason you mentioned. In most cases, I see no need to dye the thread. A good neat stitch in natural, or white, just adds to the article that is sewn. IMHO. In doing aged work, a soak in tea or coffee should do for color.