When we first got our chickens we thought it was so strange that they would make a hole in dry dirt and then roll around in it covering themselves in dust. Why would they want to take a dirt or dust bath? It seems like an oxymoron to say dirt (or dust) and bath in the same phrase, but that’s what it is.
It helps them to stay clean, keep any bugs or parasites off of them -they love to shake it all off after they fling the dirt up and into their wings and feathers- and it cools them down. If you keep chickens, you should not try to discourage this behavior. It is instinctual and important for their health. Plus, sometimes they like to have a communal bath!