Well, yeah. Bathing is not necessary but a good solid grooming is. Come to think of it, I haven’t bathed mine for years!
For grays, and horses with white on legs, baby powder or cornstarch is your friend!
Seriously though- a neat and tidy appearance is important for both horse and rider- not to impress the other riders, but as a courtesy to the landowners whose land we are fortunate to cross.