Al's post is spot on!
Also, sometimes, if you leave them in a dry place idly for a long time, they can get kinda dry, which is another reason to run water through them. Also, if you use them too much, they can get dry.
Sometimes, if you don't need to fully run them through, you can just run your hand under some water and work it into the sponge ball. Not saturating it, but just adding a bit of moisture to it. I do it every now and then, and it makes them much easier (and frankly pleasing) to work with.