It's not called for in the service manual. But it's a good idea to lube it every service. FYI I have never lubed mine and I have never had any problems 50,000kms+.
Thanks, @bennymx. I asked because I had a hard time getting the cable out. And I recently learned that there are teflon cable sleeves which require no lubing, so was wondering if I can get away with not doing it.