No. Normal skin oil is no danger to the tubes. You know what is a danger to tubes? Dropping them. And what makes one more likely to drop them? Those cheesy, slick white cotton gloves included with some tube gear. It’s fine if you use gloves with a better grip than bare skin.
Think about a 100W incandescent bulb - that’s pushing out at least as much heat as a power tube like KT88, with a much thinner and weaker glass envelope - and we don’t worry about skin oils there either.
I guess we’re all still paranoid about skin oils from those horrendous halogen bulbs of the 1990s.