KMC recommends you to take away the excess grease from the chain’s outside by spraying some (eco) cleaner along the chain and immediately wiping it. By removing the grease outside you will prevent it from atracting too much dirt. Make sure the grease inside the chain is not affected!
So no, do not degrease before use!
Amazing, people will give the wrong advice and then delete their posts so as to not look daft!