I don't want to turn this into a discussion on chain-lube theory, but this generalization is not always true. Maybe on cheap chains, you should add extra lube or even start from scratch. Nicer chains typically come perfectly coated (lots between the pivots, little on the outside surfaces) with some quality lube. Dura-Ace chains (the only Dura-Ace part that is somewhat affordable) are beautiful right out of the box.