It really doesn't matter what you use as long as you use something. The enemy is water, and a dry assembled thread is a perfect capillary which will wick water fiercely if wet. Grease, or anti-seize, or toothpaste will act as a sealant filling all the voids in the thread, keeping water out and thereby preventing corrosion.
If there are dissimilar metals, than the sacrificial metal powder in the anti-seize has the added benefit of preventing galvanic corrosion, but this isn't a factor when joining like metals.
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