The only location where grease, or anti-seize, or other metal surface protectant would come in handy "might be" the outer surface of the bearing only. This is where moisture and long periods between removal can get rust to hold things together maybe more than you like.
As you felt and they all said, you definitely don't want the bearing easy to remove from the axle shaft. But then, that's NEVER been an issue that I've heard. Even with original bearings from 40 years before.
Now, removing an old axle with an original bearing from the main housing? That can definitely be a pain for the ones that have been in there a long time and live in a moist environment especially.
Here's my take on that though. These things should NEVER be left in the housing that long. Why? Because when you do gear lube changes like you should, you take them out every few years anyway, and they don't usually stick then.
I bet the ones that are the worst stuck are the ones where the PO's never changed the oil!
Since I had a big time of removing one of my originals after only 90k miles and about 10 years, and I knew they'd never changed the fluid and it had lived in Montana mountains, I figure that was why. And also why I don't really mind the idea of putting something on the outer surface to keep that from happening again.
Here again though (and rewording bushman's question), "how often do you expect to ever take them apart" and that might answer your question of if you need anything.
The more often you take things apart to mess with them, the less you need anything to help.
I change my lube regularly, and mine still come out each time by hand with very little persuasion.
Paul