How much wax did you use? With zymöl a little goes a long way!
I have found that zymöl wax will sometimes leave a static charge. That might attract dust. After I finish waxing I always go over my car with Griot's Speed Shine. (There are other liquid detailing products that work just as well.) I find that Speed Shine gives me a more even finish and gets rid of the static charge. If you are using a wax that leaves a powdery residue then Speed Shine will get rid of the residue. (zymöl does not leave a residue if you don't apply too much.)