Why should I not drop the waiter-provided orange slice into my wheat beer?
Because you're not a cheesy North American beer newbie, you're a sophisticated Belgian!
I don't know how the orange slice became the de rigueur garnish in North America. It's seen as déclassé by many wheat-beer aficionados in Belgium and Germany, where wit and weizen (or weissbier), the brew's respective names in those countries, is a cherished summer quaff. Good wheat beer, which is often flavoured during brewing with orange peel and spices, particularly in the Belgian style, needs no support from extraneous ingredients. Adding a slice of orange will upset the balance and prematurely disperse the brew's foamy head. If you really love the taste of citrus and don't take beer too seriously, order a Corona and enjoy the refreshing zest of the mandatory lime wedge.