Do we HAVE to lube necks in a neck die? No, the press has plenty of power to easily push them into the die and the case walls are certainly able to drag them back out.
That said, I prefer to lube the necks. Sizing forces the brass to slide over the steel neck walls under significant pressure. Dry contact allows microscopic bits of the softer brass to adhere to the harder steel in a process called "galling." Each successive pass adds more brass to the previous bits, building more each time. It first appears as harmles tiny scratches on the sized necks but can easily get bad enough to actually damage necks. That's not necessary, a little lube will prevent galling.
There is no value in neck sizing below the lowest point of bullet contact on the neck wall.
(Badly galled dies are frequently returned to the makers for repair or they get replaced thinking they are "scratched" to much to use. But, a mechanically apt owner can fairly easily lap the galled metal off the die wall if he wishes.)