In the five years I've had mine I've never needed to lube it and it works just as good today as it did when new... so I would say no, it's not necessary.
Unless you use a drip pan, the grease drippings add enough lube. The only time mine hangs up is when I use a sugary glaze or sauce, than a paint scraper does the trick.
The only point of friction is between the sweeper arms and the bottom bowl. I would think that putting lubricant there would probably add a bad taste to the food you cook, and besides, the occasional fat that drops down there should keep things moving.