Yes, these cats require occasional baths due to secretions from oil glands in the skin. This is a normal process for all cat breeds, but the Cornish cannot count on their coat to absorb the oil since there isn’t much of it.  If you don’t clean the oily buildup regularly, it will pick up dirt from the environment and become a perfect breeding ground for bacteria. A nice, warm bath once every week or two is sufficient to keep this under control.