Hard waxes are more difficult to apply to your chosen applicator, Such as hd wax. Soft waxes are easier too spread, such as poor boys wheel sealant wax.
I've read soft waxes are better for looks, harder ones are better for durability. How true that is, I don't know. Because poor boys wheel sealant is pretty durable IMO.
I wouldn't choose one wax over another for it. Being hard/soft though. It's just it's texture.