I have the habit of lubricating most screws on a bike with whatever grease I have laying around, except those which aren't meant to be tightened completely, there I use threadlocker (for example the screw holding the brake lever on a canti brake lever set because it would make it compress to the point the lever gets squeezed and can't proerly be pulled anymore). I put some grease on the thread and sometimes on the bottom of the bolt head as well. Also other parts which might move/need loosening (e.g. inside of stem, seat clamp, seat post, cranks, ...) get some greasy treatment. I do this since I've had major problems in the past loosening screws and parts of all kinds, especially drivetrain related, presumable because when not greased water can get in and form rust etc making the two threads stick together. Or maybe different types of material tend to form a bond, not sure. And because in my head I have the idea that when there's less friction one can actually tighten a screw better. And because I assume it can avoid creaking sounds.
Does this make sense? (bonus question: I mostly use generic ball bearing grease for everything, would there be something more appropriate for things which get fastened?). I don't recall ever having problems with things coming loose due to this practice, but are there any screws or parts which should definitely not be lubricated and why?