You're good to go! There are products made to protect and lubricate threads, but like using
juice, after a few days the threads will look dirty. Clean them periodically and reapply lube if you like and all is OK. If you're dealing with stainless steel parts and threading, it's relatively easy to do. Anytime you have a dissimilar metal contact such as SS to brass or aluminum, the threads will benefit from the application of a product that prevents corrosion due to contact between dissimilar metals.
On new SS threads I use a Dremel with a SS brush. A quick burnishing/polishing with it will remove the tiny burrs left behind by the machining processes, and helps make the threads 'smooth as silk'.