A little chemistry lesson is in order. Acetone is a polar organic solvent. Polar organic solvents are water soluble and acetone is water soluble in all proportions. In other words, you can't add enough acetone to water to make it separate. This means that it is a really polar organic solvent.

Oils and waxes are nonpolar materials. That means that they don't dissolve in water to any great extent. Chemicals that are polar and chemicals that are nonpolar don't really mix all that well. Think salad dressing. Your acetone treatment works well to remove the water that you used with the dishwashing liquid and is a good idea if you are going to go that route but the acetone treatment is to remove the water that can rust the chain but not the oils and/or waxes of a lubricant. Soaking the chain overnight in acetone basically does nothing to remove the oil on the chain and is an expensive but useless treatment.

In chemistry we use a simple rule of thumb, "like dissolves like". It applies well to bicycle maintenance as well. If you want to remove water, use something polar like acetone. If you want to remove oil, you should use something similar to the oil. What you should be using is mineral spirits. If you use mineral spirits, you can do everything in a single go. No washing with detergent than chasing with something to remove the water. Simply soak in mineral spirits, remove the chain and let it dry.

Even the soaking part is pretty straight forward and simple. I feed the chain into an old 16 oz Gatorade bottle because those have a wide mouth. Any jar with a wide mouth will do, however. Cap the jar, shake it for 30 seconds and remove the chain. The chain will be cleaner than it has ever been. No need to fuss with water and detergent and drying and rusting the chain. Once the mineral spirits have evaporated, you can install and relube.

As for the grime problem, edotomato, you are fighting viscosity. You have added an oil to a chain. The oil will move to the lowest spot in each link as the chain sits since the oil is a liquid. It wants to drip off so you have to constantly wipe it off as it moves to the outside of the chain when the chain isn't moving. You say that you are using Finish Line Ceramic but not which one. If you are constantly wiping the chain, I assume that you are use the Wet version. Wet lubricants are never going to stay in one place. The lubricant is meant to move around and you are going to have to constantly address that movement. A dry lube is meant to stay in place by using a higher viscosity material for lubrication. It has a carrier solvent that allows it to penetrate into the chain but once there, the solvent evaporates and the lubricant stays in place. You might want to try the Finish Line Dry if you want to keep from constantly wiping your chain.