depends on the lead screw, I have a T-Tech 5000 PCB mill machine and it has a Teflon coated screw that is not lubed, it's about 20 years old now and i've replaced the lead screw twice in that time, the machine is used every day and is exposed to FR4 dust constantly. Even when the Teflon wears down it's still usable but screams like a banshee.
Mr J, N1IR