I took a moment to read the instruction card that was affixed to my thru-axles. It made no mention of applying grease to any part of it at all (lever cam, spindle or thread).

However, nearly all of the videos that I've watched on thru-axle maintenance mention greasing the thread at least.

I've gone with the supplied instructions so far but was wondering what the collective wisdom is on this?

My rule with threaded things is grease, anti-seize or loctite. Never assemble a threaded connection dry. In the case of a thru axle, grease is the appropriate choice.

I agree that threaded connections should be greased to prevent "galling" and for corrosion protection. For thru-axles grease is the lube of choice. Anti-seize is too messy and loctite is not appropriate since you have to be able to take the axle out.

I prefer (anti seize) mounting paste - as the name says, it is for mounting things. Use grease for lubricating.
The paste I use is clean (looking) - white coloured, easily cleaned from hands if they get dirty.

Grease would be second choice.

For the QR-like handle, I'd use grease, or oil, to make sure it moves smoothly. It's harder to feel the optimal preload torque by hand, when closing, if you are fighting the friction, along with the preload. Relatively clean and lubed QR mechanisms give more consistent results in terms of preload force.

I grease the axle and silicone lube the lever.