Are you sure the blades were actually sanded down? It's very common for pro stock sticks to have a sort of grippy/sandy coating applied to the blades. If so that coating is mostly for more grip on the puck in areas of the blade that you don't tape, and I guess it could give the blade a slightly more dampened feel too.
If you're talking about guys who actually shave/sand down the heel, that's much less common, and is apparently done for easier stickhandling near the heel, though I doubt it would be much of a noticeable difference for most of us. Kovalchuk definitely does this to his sticks, a few other guys too, but it's way less common. Here's one of Kovy's sticks:
I've never heard of anyone actually sanding the whole blade.