Have you ever noticed after you rub a succulent leaf, sometimes you leave a fingerprint? This is because some succulent species (most echeveria, pachyphytum, graptoveria, graptopetalum, sedeveria etc.) have a special powdery coating on each of their leaves, called epicuticular wax, or farina.
Epicuticular wax is microscopic crystals that form on the cuticle of a plant's surface. This wax acts like sunscreen for your succulent, and helps them to avoid being burnt by direct sunlight. It also helps your succulent keep clean, as it acts as a hydrophobic layer, which repels water, and helps to keep the leaves clean from dirt, microbes and other particles.
Once this wax has been rubbed off, it will not regenerate on the plant, and so it is very important to be careful not to touch, or rub your plants. Another negative effect of rubbing epicuticular wax off your plants is that is changes the appearance of the succulent, and leaves it looking less-desirable.
Not all succulent species have epicuticular wax, but a good indication it is present on your plants is a white or blueish silver film on the leaves. If your plant does have this, be extra careful with handling your plant, to ensure you are not rubbing this multi-purpose and highly beneficial wax off!