I doubt that epdm rubber has to be lubed up.
I work on a daily basis with epdm rubber coated cables, where epdm is chosen as the insulator because its fairly compatible with strong alkalines and acids (so polar substances), but I'm pretty sure epdm is not so compatible with hydrocarbons like oils, kerosine etc.
On the interwebs you can find lists with chemicals/substances that are either compatible or not with certain materials to get an idea.
The bulk cable that I get from the factory also has absolutely no oils on it. In fact it has a very light dusting of what looks like talcum powder on it.
But maybe there is an oil that can serve as some sort of plastisizer alhough I have no idea if that is necessairy because epdm is afaik a vulcanized substance.