the factory "lube" on a chain isn't lube, it's a rust inhibitor.
degrease it and lube with something more appropriate, otherwise it'll just attract lots of crap.
I like homebrew "pro-link": 1 part synth motor oil to 4 parts mineral spirits.
I hate wax-based lubes, especially krytech. In the wet weather here, they wash off really fast and leave waxy gunk wherever you don't want it.