doesnt make sense to risk using a solvent that could get into the inner bits if overdone, but thats easily managed.
I have always just used a simple strong cloth wipe to get rid of the excess very sticky factory stuff, and subsequent wipes if there is still too much.
Short of riding in gravel and dirt right away, the factory stuff hasnt been an issue for me, and basic , strong cloth wipes keep the exterior of the chain free of the sticky excess.

I then just follow with my regular lubing, and in any case, even if one uses a very thick lube (such as Chain-L or whatever) keeping the exterior reasonably clean is easy to do, as FB pointed out.