I din't believe it would make such a difference before I tried myself, but the secret truly is dehydrating, just as Julia states.
All my icing was shiny to start with and then turned dull, chalky within 24 hours. Nowadays I dry most of my cookies in my convection oven (I put them in there directly after I have coated/piped them!) at appr. 77° F / 25 ° C, door slightly ajar, and they keep a mother-of-pearl like sheen for weeks!
No need for any special treatment afterwards, they absolutely glow
just by themselves
I have also read somewhere, that you can use piping gel, but have never tried myself. It will maybe also remain kind of sticky for ever...