The existing factory lube is a grease based wet lube and will get "dirty" when it is used on the bicycle. When it needs re-lubing, you will as you say, have to clean and de-grease it.
Personal 4d anecdote:
Usual practice:
I use a paraffin wax based system with a crock pot. All chains are initially de-greased (see later). Usually I brush and wipe down my chains before immersing them in hot wax for about 3 hours before hanging them (gently run thorough a paper towel once to wipe off excess as they are withdrawn) to cool. I use 2 chains in rotation for each bike and rotate every 600km with normal use though I have found a re-wax can last up to over 1000k in good conditions or short time periods. I occasionally use Squirt to "top up" after wet rides if I have to. Cassette: This is brushed with a stiff brush with each chain change and is taken off, cleaned more thoroughly and waxed about every 4 chain changes (2400km) - It can easily last longer but it looks prettier this way...
If I am likely not to use a chain for a while, I replace it early and re-wax - not had any newly waxed chains rust yet.
I did try to use a chain with factory lube to start once after I started using the waxing system; it got very dirty quite quickly and lasted about 800k, so not much longer than paraffin. I also had to clean and de-grease the chain rings and cassette at the end. Hence, IMHO, no gain from de-grease and wax
ab initio which is what I do now every time.
The best thing I like about using wax is its cleanliness - no black chain marks on anything, you can work with the chain with your bare hands with impunity and, I think, the chains and cassettes last a longer, especially with the rotating chain system. This cleanliness is marred by using a factory lubed chain.
