The Lee collet dies are neck-size only, that's why you don't really need case lube when sizing brass. As a practical matter, I have a set that I use for a .22-250 and do occasionally put just a very small amount of case lube on my brass simply because I remember an article that said it was a good idea to do so. Othere than that, I usually just run the brass into the sizing die with nothing on it. I don't think it hurts anything, nor do I think it will shorten the life of the dies as long as you clean any accumulated dirt, grit, etc., out of the dies every so often. Hope that helps.
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