The website says that the "sterling chromite" braid is covered in a clear teflon sheath. I am guessing that "sterling chromite" is a trade name they have patented. Teflon is pretty inert but soft.
If these cables are similar to my bicycle cables, you shouldn't have to lube them. Perhaps the design of these MC cables are different, but on my bicycle cables, they have a liner on the inside as well. The whole point of the liner was to remove the need for lubricant. But, if you added a lube there was the chance that it could get between the liner and the cable housing and cause the liner to slide within the housing, causing shifting problems. With a braided housing the lube would leak through the braid and you would see it, trapped by the teflon, outer covering. You might need a dab of a silicone grease at the begining and end of the cable where the inner liner is likely crimped in place. There you would have metal to metal contact, but you would want to use something that would not "flow" down the cable, and something "clear" in color just in case.
On my bicycle, the cable did eventually saw through the inner liner. It shifted "butter smooth" up until that point though. Interesting design though. They look REALLY nice....