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It does wear but in my case, it has worn very gently (barely noticeably) whereas with the Oxics there are large swathes of the black coating completely rubbed off. My experience with wear on the HEDs has been 100% better than with the Oxics, so much so that I really hammer them whereas I babied the Oxics, checking the pads before every ride, etc etc. I guess different people will have different experience!
On the Oxics - I have the 32mm ones. They are lovely wheels but the black coating is pretty fragile. Large amounts of mine came off on one wet descent in the Peak District. If you are after black alloy wheels for rim brakes, I strongly recommend the Hed Ardennes Black. They have a kind of ribbed finish on the rim and seem much more durable. I suspect it is because even if you do have something that rubs the surface, it only rubs the raised part of the ribbing, so the effect is not so visible.