I haven’t lubed the rails on mine. I don’t think it would hurt, but I don’t see that it would help all that much either. The bearings in the wheels would be what you would want to lube, but they use sealed ones. I’ll do some research and see what they recommend.
If your wheels aren’t in constant contact throughout the entire travel path, you might have a rail toe-ed in. It’s also possible that one of the rail support pieces is too tall due to a momentary overextrusion and has caused a slight bump. I had that happen to one of my first set. I removed the bump and everything lined up nicely.
As soon as the new roll of filliment gets here, I’m going to finish that Y end plate overlay piece to use the exposed end hole of the openrail extrusion for better positioning. I’ve been putting it off because other projects have been soaking up my development time.