Remember that chain lube is a religion, and we must all be tolerant of other's beliefs :-)

With that said I've left the factory coating on my chains in the past and found the stickiness to be a real pain when wiping down the chain after a ride, also I noticed that the links initially were so stiff they would sometimes "kink" on the slack side of the chain. Since I replaced chains over the winter I wonder if the low temperature of early rides may have contributed to the stiffness, if replaced them in the heat of the summer things may have been different. On my next new chain I'll probably also leave the factory lube on, but use a solvent dampened rag to clean the outside plates as other have mentioned.