I think at least on some acoustic violins, the neck is finished with less of a gloss.  That can feel more like it is perhaps bare polished wood, but if it were actually unfinished, the wood of the neck would get pretty ugly from dirt, sweat and oil from the hand. 

My electric has a painted glossy neck that was very different in feel from the neck on my acoustic.  The difference when changing between instruments was mildly annoying, and my thumb had more of a tendency to want to "stick" on the glossy neck.  So I masked around an area that was similar in size and shape to what was non-glossy on my acoustic violin, and lightly used some 600 grit sandpaper on the neck of the electric.  Just a few strokes, just enough to "kill the shine".  Some guitarists do that to make a glossy guitar neck "faster" to move on.

After cleaning off the bit of dust from the sanding, the difference in appearance is really only noticeable if one is looking for it.

The difference is probably hard to see in these pics, since it is "black vs black" and the one detail of the heel of the neck where it is easier to see came out a little blurry.  Obviously I wouldn't advise doing it on an expensive instrument, but I feel it did help a bit with my electric and didn't "uglify" it too badly, since I kept the sanding neat enough that it looks like it might have even come that way.