I too believe bikes get too much junk applied to them. That said, the reason to lubricate chains is to reduce the wear of the internal parts of the chain to reduce the wear rate and hence the elongation rate of the chain so you don't wear out your cassette and rings too often.
If you are worried about stains, then wipe the lube off the exterior of the chain and use a lube that clings to the internals better. The lube on the outside of a chain serves no real practical purpose. It collects dirt which likely accelerates the wear of the cogs/rings.
I prefer wax-based lubes as all you have to do the clean the chain is wipe it down with a rag. I wipe it down as I lube to keep the outside of the chain as lube free as possible.
Al