I feel no friction on my HHKB Pro. I bought it used, that may be why.
I can cause some friction if I twist a keycap like you say. On my Realforce it is harder to do so.
Personally, I wouldn't add lube. That may slow down the bedding in process. But then I don't know how bad the effect you are getting is.
Out of curiosity, if you brush your finger tips along the top of the key caps from left to right, do you get key rattle? I do on my HHKB Pro, much more so than on my Realforce. Maybe mine is a well worn example, though there's no other sign to indicate this. Maybe there's just some difference between batches. (And mine is the original Pro, not the Pro 2.)