When building, I dip the thread ends in a thick, sticky grease. That lubes the treads to reduce twist, and fills the gaps completely preventing water from entering.
This is a once and done method, and doesn't need more later, even after decades.
In any case the type of stainless used for spokes is not prone to gslvanic corrosion with brass. So, IMO the concern is somewhat overblown, except possibly for those living near oceans. My experience is that nipple/rim corrosion becomes a problem long before the threads, so that's where I'd focus.
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