"...Delacroix is taken aback that [Turner] looks rather like a farmer with unwashed hands. Oh, there's dirt under Turner's nails, all right, but it's likely to be gamboge yellow or Prussian blue, not farm muck. And the worst thing is that he seems to wear his unwashed hands like a badge of professional pride.
"When a young gentleman aspirant artist comes to see him, Turner grabs his lily-white hands and growls 'You're no artist'.
"Turner himself uses his fingers to make his art, keeps a nail deliberately untrimmed so he could wield it like a claw to cut into the paint surface."
-Simon Schama's Power of Art, "Turner"; BBC Video
Certainly I don't get as messy as Turner, and his work was with oil paints, not pastels, but there is a definite, mutual satisfaction in being able to touch and mold the medium on the surface; almost like working with clay, but in a two-dimensional sense. And after all, it's only natural to want to touch, isn't it?