I got interested in this perhaps just like any other bike rider who rides a lot. So here's some of my take on this. Fast answer: use rubbing alcohol applied generously onto a disposable kitchen towel like the absorbent Kleenex Viva towels.

There's dirt that gets attracted to the petroleum based lubricants and then there's the lubricant itself. I spoke with engineers about this and some say that most petroleum based lubes have detergents in them and over time, that detergent will deteriorate resulting in less slick and more coloration...dark.

In the automotive applications, the industry is depending more on dry lubricants that are coated onto the metal. More of a permanent type of protection from friction. http://www.dynamiccoatingsinc.com/contactUs.htm

Will bicycle chains ever have a dry coating on them, inside the rollers and outside? Is that even feasible, cost-wise?

I recently used the LPS molybdenum disulfide product on my chain. First application, I seem to have over lubed it and the molybdenum is already a black color. Whole chain turned black after the first ride. I went back to the technical dept at LPS and they said to use simple rubbing alcohol, the type you can buy off the shelf at a CVS pharmacy. So I used that to soak a disposable kitchen towel (Kleenex Viva) and just carefully wiped the outside of the chain to get rid of the black film. Another thing the LPS said was that moly application is for high pressure and or high temperature applications. Bike riding is neither, at least not the way I ride.

I think all the consumer grade products sold in bike shops are probably ok, but if you're interested in this, just to learn more. Then you have to go to the industrial companies and engineers to learn more about lubes.