Not sure what you used to remove the bugs, but it is my understanding that most tar and bug remover products out there also remove the wax protection.
Many of our wheels are clear coated just like the paint on the bodies and should be protected. You if you used an off the shelf product, I would go back over the area with some type of sealant like Glanz Wax or Klasse Sealer Glaze.
I believe 1Z has the only Bug and Tar remover product that does not also remove your paint protection.