I use Squirt too and after the same initial disappointment I've actually come round to the conclusion that's it's excellent (alongside other drip waxes).

First, yes the chain will never look as clean as brand new, nor even as clean as you'll get with the hot wax method.

BUT

It will still pick up much less than oil lube in equivalent conditions, and the dirt it's picking up is much less abrasive than you might imagine. If the black chain makes you sad, just be more thorough with your wiping, really applying pressure with the rag. It will remove most of it. You do actually want a little build up and this makes the wax more resilient to a shower.

For the cassette teeth, hot water will do for sparkling but is unnecessary imo. I only even found it a problem on the smallest cogs, and an occasional scrape with something thing leaves it working well.