Heres the truth...
No matter how finely polished or sealed a maker sends out a shaft, its new wood. The wood reacts to the ph and moisture from your hand. Some peoples hands are drier than others so their new shafts may stay new longer. Some sweaty hand players can make a shaft feel like crap in 2 minutes. What happens is the moisture raises the wood grain and it feels horrible. Do not sand your shaft...leave that to a professional...unless you want to buy shafts often. The cure is simple. While a shaft is new and breaking in you will need to keep a piece of brown cardboard or leather and rub it down good to burnish it. Rub it until it actually becomes warm and smooth. If the grain is raised too much, then first rub it down with 0000 steel wool. Make sure to get the 0000. This in limited use will not damage the wood. Then...here's the secret...EVERY time after playing, burnish until smooth and then wax it. Any good wood paste wax is fine. I like to use bowling alley wax. Just put a generous amount on a rag and rub until your arm is tired...unless you have a lathe. Then rub it down again with a dry soft rag. This will help seal the wood. Keeps moisture and chalk dust out of the grain and provides a nice silky smooth feel. After doing this often (I actually wax mine every time before or after I play...no such thing as too much) then the shaft will try to stay slick & silky. I have shafts that are several years old...that feel so slick it will make your knees buckle. Often players will feel my shaft and are amazed. Sure I can make yours feel like that...but its up to you to do the required steps to keep it at that level.
Hope this helps.