Depending on the time of year, candy manufacturers add food-safe wax to their product to keep it from melting and sticking in the package. It's not noticeable when the chocolate is solid or melted, but it absolutely is during the in-between state. Smores are one of the few foods to feature warm-but-not-molten chocolate bars and are usually made during the summer when wax content is at its highest.

(And I'm sure Hershey's adds as much wax as legally allowed since it's cheaper.)

Edit: apparently Hershey's is one of the rare brands that doesn't use wax. Instead their decline is because they've been slowly replacing the cocoa butter in their products with vegetable oil-based compounds to save money.