Finish Coming Off / Not Set

Hi All, I've read a few different threads about this and haven't quite been able to find a definitive answer. I got a new smooth pipe the other day with orange and brown contrast staining. I applied my first coat of Paragon Wax last night and when I went to buff it off, some of the orange finish came off onto my flannel cloth.
After repeating the process a few more times, the stain that comes off seems to be lessening, but I can't help but think that there was something done incorrectly as far as staining to begin with.
The question is: even for the best woodworkers and most pipemakers experienced among us, does this occasionally happen? Maybe not all of the stain was buffed off before applying wax? Or should a stain be completely set, no questions asked?
I've heard that some pipes have had so much extra stain that it actually comes off on smokers' hands while they're puffing away--this is obviously not my issue, but I can't help but wonder if any stain should come off to begin with.
Thanks for any responses!

Dave
Title Corrected Rule #9 Thanks, Zack

That makes sense zack24, thanks. The seller offered to fix or replace it, but I wonder if this is even necessary since the issue seems to be disappearing with more runs of the Paragon wax. I guess unless the maker changes his finishing process, the same thing is likely to happen on all of his pipes.

I got in touch with the maker of Paragon Wax who said that this should never happen and has never experienced this issue. He offered to strip and refinish the pipe himself. If his stain doesn't bleed, I guess that finally puts this question to rest.