SAKs are more dependent on their smoothness of opening on the lubrication of the pivot areas whereas most modern multis are dependent on the interaction of the tang and the lock assembly, an area where there is little to be gained by lubricating?
It could be like the old days when they put lube on all metal guns and knives as a preservative until someone got item ,and took care of it properly,and as an old manufacture they holding on to the old ways.
But can it also be just a prevention thing since they hand make all the tools? i saw on tv them assembling them by hand, so I would assume that they do it just to keep it from rusting.