EDIT: Although the hard candy shell will not melt into a puddle, the dye will adhere to whatever touches it when the candy is warm... your hand, paper, fabric. I have had m&m "tattoos" on me before and in cars where they had sat on the seat.
The reason I wanted to seal them with something is because the apartment I used to live in would get really hot. Last summer I had 2 bags of m&ms (the pound size) that .... sweated... if you touched them they felt slightly oily. They did melt, inside, so if you ate them they were all squishy once you broke the shell. When the weather got cooler the candies went back to a solid inside state and the "sweat" beads turned a milky color that resembled hard water stains on glass. That is what I am hopeing to prevent... that and the fine crackle appearence the shell had once winter came. I think the extreame heat and the fine cracks from the chocolate inside expanding may have allowed the fat inside the chocolate itself to leak out in the form of the small oily beads that turned whiteish when they cooled down. But, that is just my theory. They also tasted really weird when I tried to eat them before christmas... like m&ms that are in ice cream taste.
The apartment I lived in would reach above 100 degrees (being the top floor, without cross breeze because the door opened into a protected hallway.) and the heat lasted for months. The candy's insides was in melty state for almost 3 months before the apartment cooled down enough for the chocolate to go completely solid. My sister's apartment is similar and I was just worried that the same thing would happen to her very special M&Ms.