The 8Cr13MoV on AG Russell's knives won't form much of a burr anyway. If you're not able to feel or see it, and the edge is slicing phonebook paper and dry-shaving (at least to some extent), it sounds as if the edge is in pretty good shape. Other posts are correct, in that it won't retain that 'sticky' feeling at your fingertips above a certain grit, but it'll still be plenty sharp. I've used diamond hones and/or wet/dry sandpaper to sharpen mine, and burrs haven't been much of an issue. They are finished to ~800 grit or higher (a couple are finished to 2000+ wet/dry, plus stropping w/1 micron diamond paste). These blades seem to sharpen up nicely, and seem pretty straightforward in getting there. I like the steel on these knives; it seems consistent with AGR's quality standards, which have always been excellent.
FWIW, I have two each of the AGR Rancher and the larger Cowboy models, as well as his Gunstock, Sowbelly and large Folding Hunters in the same steel.
David