This is a very subjective point. Some guys shoot outta-the-box and some guys clean and green first.
Point #1. Guns any more seem to come out of manufacturing with some type of oil on them to protect them. Is it machining oil?...storage oil?....lubricating oil? Who knows?
A quick clean and lube insures proper lubrication of the moving parts and functioning of the gun itself. A slide has always impressed me as being (equated to) a connecting rod out in the open. That seems to be some incredible stress(s) to me. If that piece doesnt have proper lube at the proper points then no logic can convince me that your not (possibly) killing your gun.
For a while, some of the Shield 45's were litterally dripping wet with protective lube outta the box, not even shootable without being a BIG danger of slipping.
But thats just me, if your not into this then go ahead.
Point #2. Left over shrapnel inside the components left from machining. Again, the IC engine concept, I dont want ANY shrapnel bouncing around in my tight tolerance machine that depends on tolerances themselves plus lubrication in order to function properly. (see how I brought point #1 back into it

)
I have run into shrapnel in trigger groups, slide rails, magazines, etc. Not too much mind you but it DOES happen.
Just my .02