Forces of nature
Any oil/grease that has a flashpoint (be it mineral/or synthetic) has the ability to combust. If you think that a diesel engine is CI (Compression ignition) you will see what happens when you apply pressure to a tank with a combustable liquid in it.
I use a very small amount of Teflon grease on the threads of my geddon arm valve to allow easy disassembly for testing, but nothing else is used on the HP side.
As long as you put anything into the the air pathway, you should be fine, there is no reason to anyway, it is all designed to run dry.