Yes they do - can you believe that
Some even put lemon in but the wax from the peel makes it yukky
I sometimes have a slice of unwaxed in - but not often
My first experience of Earl Grey, was in Canada where its very popular, was told it was tea and I almost spat it out when I tasted it.
Since then, I tried it again (when I knew what it was) and acquired a taste for it.