Great explanation @Ghrumpy

Still, if the hub were mine, I'd "risk" with some anti seize paste before mounting. It doesn't make connections that much prone to unscrewing - like grease, or oil do, and it provides a long term protection from parts seizing together. If a manufacturer recommends a dry mounting procedure and defines the torque for that procedure, if lubing the threads a rule of thumb is to go with a 25% less torque. Riding all year long, I've had more problems with things rusting, then unscrewing (or stripped threads). But if the OP chooses to go against the manufacturer's recommendations in this case - it's at their own risk.