To keep chain lubricated you do not dump oil on it and expect to be clean when you are done riding.
Lubricant is not supposed to be on the outside part of the chain . . . lubricant is supposed to keep the chain pins lubricated.
We use the hot wax (canning wax) method. Chain stays clean/supple for thousands of miles and we live in the desert where there is lots more dust than in Toronto.