I've always done this and have never had any issues with my guns running correctly. A buddy of mine bought a G19 Gen5 a couple months back at Point Blank and he and his girlfriend took it straight to the range to shoot afterwards with the free pass they got with the gun. They had problem after problem with the gun and tried to get the store to replace it, not realizing that with firearms, all purchases are final and you have to deal with the manufacturer afterwards. He called me afterwards complaining about the gun, the range, etc. I explained about how most gun shops can't swap out the gun and told him that it could have been the fact that the gun needed to be lubed prior to shooting it. He didn't believe me, but took it home, cleaned and lubed it and took it back to the range a few days later. He hasn't had any issues with the gun since. People can say all they want that you shouldn't have to clean and lube a new gun, just like they say that no gun should require a break in period before becoming reliable, but I've seen examples of both, so
Yes, you shouldn't have to. Yes, sometimes you have to.
Most definitely, break them down,clean and lube....for so many reasons. Far more reasons than someone saying you "should not HAVE to".
I have always cleaned a new gun before it is used.