It's not worth the effort, but I am experimenting with lubed MX Brown switches. You have to be careful or you will lose what little tactility there is.
They probably will sound a little better, though. Lubed Cherry Clears can sound very good, for example.
One thing that will definitely benefit from lube, if they are not lubed already, are the stabilizers. It makes such a huge difference in sound and feel for me.
If you ever have to desolder parts of the keyboard for some reason, at least lube the stabilizers. Overall, it would improve sound and feel if MX factory boards came with carefully-lubed switches and stabilizers, but that usually isn't the case.