I know on Moto X/dirt bikes/atvs it is recommended to grease the air box and around the base of the filter but doing so on a vehicle, as has been mentioned, might not do any good for an average driver?
Driving constantly down dusty roads might be a different story however?
Personally, although I have never done it, I would maybe grease the filter rubber lip/gasket before dropping it in the filter housing incase the gasket isn't 100% uniform?
Any air filter I have purchased I always check the gasket looking for defects but most are pretty uniform. Also, as I have noted over the years, some, once installed, are harder to get the lid on than others depending on the vehicle/air box quality. Imo, most squish the gasket pretty good so the need for grease isn't needed their but I can maybe see, in certain instances, where greasing the rubber gasket may help?