I clean off the "stuff" that KMC puts on their chain and use a dry lube on my mountain bikes. I have no doubt that the stuff is best for the chain when it is sitting on the shelf, and maybe even riding. I just don't want trail dust on a sticky chain and rather clean it off before I ride.
I have found that none of the lubes are very good. The more protection the harder to clean the drivetrain. The less protection the more it has to be re-applied. In the long run, everyone spends the same amount of time lubing. People just pick their poison.
John