Unfinished briar is extremely flammable. It slowly releases bruyerellium vapors that will combust on contact with an open flame. Stain and wax contain the vapors and it's the combustion of those very vapors inside of the chamber that promote the formation of cake. Once the pipe is fully broken in, the heat from smoking causes the remaining bruyerellium to dissipate.
Smoke it. That's what I've been doing with "natural" finish pipes. Seems like the oils from my hands do as much to change the color(s) of the pipe as does the tobacco.