if they need lube at all, cables only need the lightest of lubes. Anything too heavy will make for sluggish return movement of the cables as it resists the light return springs in derailleurs and brakes. In index systems thick grease can mess up indexing.

Back when I was Campy's east coast service tech, I get a flurry of calls every fall as cooling temps stiffened the cable lube and indexing got sloppy. It was so consistent that I didn't have to think; someone would call and start to report a new indexing problem, and I'd interrupt and ask where they lived, sure enough it's up north and they were riding in the cold.

BTW- the east way to lube cables isn't to force lube into the housing, but instead wipe a thin film down the wire.