When you sand and polish the surface, you break the "skin" of the dope, opening the pore up. This allows contaminants and oxidizers in. If you keep a coat of wax on it, that limits the intrusion, but ultimately, it will oxidize slightly. As you note, it's pretty easy to bring the shine back. It's worse, in some ways, with catalyzed polyurethanes unless you don't sand them. Once the skin is cut, you open the finish to this sort of thing. Hey, nothings perfect.