Birds often get parasites, grease, and other alien substances when out and flying. Similarly, cage birds can also get dirty and greasy, although not as much as the flying ones. So, they love to bathe in the sand to let go of the dirt and make them infection-free. They love cleaning in-between their feathers because that is the place where dirt gets accumulated. It is just the same way dogs love cuddling in the mud. So, get them some that are disinfectant and let them enjoy their bathing process.