Bicycle shops already sell dry (or "wax") lube. Mostly it is intended for off-road/MTB use. Pedro's Dry Lube is one common brand, there are a bunch of others. Any good "real" bike shop that sells MTBs will probably have at least one brand on hand.
Fact: the dry lube does not lubricate as well as liquid lube. There's no doubt about that. The dry lube that the linked page is talking about is not applied out of a bottle, but it would have much of the same results.
The flip-side to that is that the dry lube does not attract dust as well either, which is very important, especially if you are riding in very dusty conditions. A chain lubed with wet oil will quickly become totally caked with dust, which flakes off taking the oil with it, leaving you with a totally-dry but basically-un-lubed chain.
Another point about using dry lubes all the time is that they do not prevent the chain from rust. That is the reason they are mostly used in very dry/desert conditions. Under those circumstances, there's not a lot of rusting to worry about anyway, as there's very low humidity.
~