Allegedly chain-drive gears are something like 99% efficient when well oiled and something like 98% efficient when without oil.
Personally I do not like the noise a dry chain makes, this has a 'I must be going slow' psychological effect on my riding so, even if I am not going slow, I think that I am. For this reason I never drive with a dry chain.
If the efficiency gains of an oiled chain are minor then that means the main reason for oiling the chain is to reduce wear/prevent rust rather than efficiency/speed. This is why I would like to know the efficiency of a chain when oiled as well as dry.
Comparisons against other drive mechanisms and their efficiency, e.g. bicycle shaft drive, automatic car transmission are also of interest to put the oiled/dry chain in context.