Oddly enough, they do. Or at least they did. Continually rubbing a hard bone along the surface of the bat will theoretically smooth and tighten the grain and close pores, making the bat harder and longer lived. This practice is now largely a thing of the past.
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Old schoolers use liquid pine tar. It's thick and sticky, applied with a rag with a stiff back. In recent years many use a rub on stick of paraffin wax. You see thus most often when a player gets a new bat during an at bat. He will rub this wax stick on to quickly prepare his bat.
Still some use bees wax but this is much less common.
To tell what a player uses visually, look at the lower 18" of their bat. If you see a dark brown/ black mess at about 14"-18" you can be confident it's pine tar. Paraffin user apply to the lower 18" as well but you'll see a pinkish color or light brown.
they rubbb the ball only one side by this one side become heavy than second side so ball is swing due to this