It's another one of those naturally oily woods like cocobolo so that may be the problem. I have finished Bocote in the past two different ways. One, and my favorite for a hunting call, is TEAK Oil from Watco. It leaves a nice semi gloss shine and with the natural oils in the wood, the calls tend to take on a nice natural patina on their own, absorbing oils from your hands, and any good furniture oil will renew the looks of the call.
The other way is a CA finish. But this is not my favorite because Boctote can be very open grained and the poors tend to fill unevenly, with light colored wood dust filling the darker veins. But it does give a very hard and durable finish. Glossy too.
Hope that helps a bit
Al @ THO