Open grained woods tend to load up with all sorts of kukka, and adding oil/wax/fret-ease/whatever only exacerbates it. Even without adding anything to it, it'll load with dead skin cells, skin oil, dirt, slobber, beer, hooker dust and what have you. Some players don't have a problem if they have relatively dry hands, but there are those who can make a mess of even gloss poly. But, at least gloss poly you can clean - raw porous woods don't clean easily, and will end up nasty. The denser stuff works well, like Pau Ferro. That'll clean up just fine. Naphtha is your friend.