Used to. Not so much any more. The reason it was recommended years ago was a myth.
As for the oils on your fingers, the oil won't in soak, penetrate, through the glass envelope of the tube, therein the myth, But it will smear the fragile labeling, printing on old vacuum tubes. Especially those made in the 1950s and 1960s.
When handling old tubes I am very careful to not touch the printing on the tubes with my fingers. Even wearing gloves. Any accidental wiping on the fragile printing can destroy the printing. YMMV.
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