This is what 'man slackpkg' states;
This action removes all of the packages that don't belong to a standard Slackware installation. With this
option, you can clean up your system, removing third-party packages as well as any packages that were removed
from the official Slackware package set.
If you have some third party (or custom built) packages that you would like to keep, you can temporarily add
them to the list of blacklisted packages before you run the 'clean-system' action.
'wget' is part of the standard packages in Slackware;
EDIT: Also, this is what 'man slackpkg' recommends;
Slackpkg can be used to upgrade the whole distribution.
The usual way is to do:
# slackpkg update
# slackpkg install-new
# slackpkg upgrade-all
# slackpkg clean-system