Should I grease a new inner/outer shifter cable?

Shimano says on its guide to grease the inner cable and inside the outer cable before installing the cable for my new XT shifters. Is this necessary or beneficial and if so do I just use chain lube or Teflon grease the inner cable perhaps?
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VOODOO CANZO
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I've been using Servisol Silicone grease when installing then lube with silicone spray using middleburn cable oilers every few rides.