This might be obvious, but:
Wax figures can't move.
This one isn't so obvious:
That means they can't look at the camera.
If you're following this reasoning:
That means YOU have to put the camera where they're looking.
You can't just stop wherever you are as you're walking towards a figure to take a picture. You have to figure out where the figure's looking, then stand so it looks (to you, and therefore to the camera, and therefore to people viewing the photo) like the figure is looking at you.
Otherwise, you'll end up with a picture like:
|What's he looking at?|
It's even worse when there are real people in the picture, because it looks like you walked up to a celebrity and took a picture while being ignored.