Look at the inside of the case necks for vertical scratches.
I have 6 different Lee pistol die sets. The quality on the expander finish is quite hit or miss. At least 3 or 4 were super rough, including the 9mm, especially.
I bet what you'll find is a rough expander, with lots of galled brass imbedded in it.
Just sand it down to remove the galling and smooth out the ridges. You don't need any lube, but you may need to repeat the process every blue moon if the expander picks up a bit of galling, again. Steel and brass are somewhat sticky to each other. Galling can occur at some point, especially if you clean the inside of your cases squeaky clean.