Rough surfaces generally have more friction than smooth surfaces because the rough surface has more surface area exposed to substances reacting with them.
There are more nooks and crannies in a rough, unpolished surface that can catch and latch on to another surface to act like
Rough surfaces tend to diminish the positive effect of adding lubricants as the liquid disappears into the tiny voids resulting from the unfinished substance. The lubricant often gets contaminated when particles are worn off the contacting surfaces.
Friction between rough surfaces may result in intense heat leading to the pre-mature breakdown of the components or assembly.
There is an easy experiment to try here: