Sheldon is right in that the factory apply a grease inside before the chain is assembled that is baked on and is the best lube the chain will have, if at least comparing to oil lubes. The sticky surface is more of a packing grease and you can just wash and wipe off, or ignore it and ride without an initial oil.
Remember, the lube that counts is inside the rollers, not what’s on the surface.
All said, buy Squirt and enjoy clean chains and excellent wax lube. Squirt will need you to fully degrease first before applying. After that it doesn’t need degreasing every time you reapply, just wash the bike, wipe down chain and apply more Squirt again when dry, though you don’t need to apply it every ride.