The metal surface of a heat sink has microscopic imperfections. Rubbing a bit of thermal compound on the metal helps fill those imperfections, thus improving thermal conductivity. This is known as tinting.
Rumor has it that for HSF reviews, the manufacturer will tint their product with AS II before sending it for review. So even if the reviewer doesn't use a high quality paste, the HSF that has been tinted may have a chance of performing better than a non-tinted HSF.