Large areas in the Etosha National Park, Namibia consist of white calcrete dust, which becomes white mud at waterholes and when elephants take their mud bath, they "mysteriously" become "ghost" elephants. Elephants might have very thick skins but their skins are also super sensitive to touch and to the sun rays. Yes, they can get a bad sunburn so they love to splash cool mud onto their skins to cool them off and when it dries, it can act as a sunscreen.