Stem screws came loose when riding

Why would you wax the handlebar/stem interface? Given that you depend on it not to move, lubricating it sounds like a bad idea to me.

One needs to worry about fretting corrosion. That is also why one waxes or even lubricate (with an assembly paste) press fits such as those in square taper cranks.

Lubricating the bolts (with grease or something like the Finish Line anti seize) is a good idea, but what's 'assembly paste' in this context? I've only seen that name used for a carbon- specific product.

Those products are for assembly of carbon/carbon and quite different beasts from assembly pastes as used in metal applications-- e.g. automotoive.
http://www.klueber.com/en/lubricants/lubricating-pastes/

There are different kinds of lubricants for different kinds of applications. A good lubricant for high speed roller bearings, for example, has other demands than one to protect metal surfaces from tribocorrosion. Polymers such as Krylox might be great in wheel bearings to reduce friction, for example, but not quite the stuff to lube ones seatpost.

See also:
CORROSION CONTROL AND TREATMENT MANUAL tm584c