Yep. KI.W. is right. I've got it down to a science with the Lee case lube. Using an atomizer and 50-50 water Iso alcohol solution, dissolve the lube to a 1 in 10 ratio in the atomizer. Put cases in a ziploc freezer bag, squirt in a bunch of lube, roll the cases around, dump on an old towel to dry. In 20 minutes you are loading and the cases don't stick, the lube is dry with no tack or anything to it. You can store the cases in this condition indefinitely and they won't attract lint or dirt. When you have loaded your cartridge, tumble it for about 10 -20 minutes an voila!
It is the best, simplest, method around. Cheap too.
Midway and others use a lanolin base, which works well, but attracts lint and as you have experienced, leaves a gummy residue inside the cases so that you feel compelled to re clean your cases after sizing. The Lee doesn't do that.