Okay, I think there may be a little confusion here on what skydive is asking: are you asking whether or not to lube the cogs (the sprockets, visible part of the cassette), or whether or not to lube the bearings which allow the cassette to coast.

Maybe the LBS is saying, "DON'T lube the cogs" (that would just gunk them up, the chain is what needs to be lubed, lubing the cogs wouldn't get much lubricant to the parts of the chain that need it).

And maybe the book is saying "DO lube the bearings" (although I can't imagine they'd need it often)