I've been in the automotive industry for 35 years and unless otherwise noted by the manufacture we never oil threads to torque them.
Our rule on the race cars is no dry threads, ever. All threaded fasteners get anti-seize or motor oil, depending on the application. Always anti-seize on dissimilar metals, aluminum, titanium and magnesium (under washers here, too). Just a drop is enough. Makes disassembly soooooo much easier.
Dave.