Having very tiny scratches could possibly even help give the TIM particles get a hold onto the copper and inrease the contact surface a bit.
Having a mirror finish might mean there´s no more porous surface so nothing for the TIM particles to dig into.
Like having paint on a very smooth surface, it´s very easy to scratch it off, sanding the surface helps the paint to get a grip.
I don´t know if it holds any truth though, just a hunch.