You hear that term used often in conjunction with the name Feather :) Feathers aren't really "rough" per se, but many shavers don't find the extreme sharpness to be comfortable while shaving. Others (myself included) find them to be very nice blades. YMMV.
Typically when the term "cork the blade" is used, the edge itself is run across the top of the cork. In the case of a Feather blade, known as among the sharpest blades made, this WILL remove some of the sharpness and make the shave more comfortable for those that find them too harsh.