Viscosity is only part of the equation. Actually, film strength is more important, and it doesn't always follow with viscosity. Short answer, thicker lubes tend to stay inside longer, thin ones wick in quickly, then wash out just as quickly.
As far as cleanliness goes, I find that thick oils can be as clean or cleaner if you wipe the outside of the chain down before the dirt gets ahead of you.
In a perfect world, chains would be like car engines with a way to get good oil inside where it's needed without spilling it all over the outside where it isn't. But life isn't perfect and we have to make do.
My bias is obvious, so I've kept this short and balanced. Use a few lubes according to how they're designed to be used, and stay with the one that gives you the best balance of properties according to your tastes.
__________________
FB
Chain-L site
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