Hi Peter ,
Answer is yes , no and maybe .
Ball screws will happily run dry on light loads but there is no doubt that lubrication makes them run smoother , prolongs life and to small degree reduces backlash in non preloaded types .
Advice often given is to pack with grease and hope for the best . Far better to use a lighter oil and arrange a very small but regular renewal supply .
Can't always be done but best where possible to introduce oil into the nut rather than onto the screw outside the nut .
Just a trace oil is all that's needed . Bear in mind though that any oil will attract and hold dirt and metal dust so more detailed attention to wipers and shields will be nescessary .
Regards ,
Michael Williams .