Everything I've read just says it helps them when they're shedding, plus he loves it.
There is a lot of conflicting information on the web, especially about exotic pets. A lot of people do give them baths for a number of reasons. On one forum people will be against it where as on another they believe they need it. Just like chinchillas. In America everyone is completely against feeding fresh food and believe it can harm the chinchilla's digestive system, whereas in Britain a lot of people believe it is beneficial to them.