First, all that rubbed off was the black Phosphor finish. The "real" protective finish is the Tenifer treatment of the slide. Nothing much you can do unless you want to have it re-coated. Most of us just spray the slide with spray Silicon and wipe it off or use a Silicon cloth or a sparsely oiled rag to wipe it down. Most of the time the missing Phosphor isn't all that noticeable.
Rubbed off finish just adds character.