I see both sides of the grease/no grease comments and there very valid thoughts behind them all however, IMO I say follow the manufacturer's guide. Let me throw this in the mix and I will use Clive's example which makes very good sense.
What if the manufacture decides that 25ft/lb is needed for 'x' bolt to clamp a wheel on, and research shows that 30ft/lb on clean DRY threads will (after losing some torque to thread resistance) leave the correct 25ft/lb.
This now means with WET (enter lube choice here) the wheel is exposed to a greater clamping force, now at 30ft/lb and beyond manufactuers spec. No science behind this guy's just a little deeper thought.
Regards
Dave