Is lubricating filament a good idea?
I'm gonna go out on a limb here and say this is probably not a good idea in any capacity.

First off, if you take a look at this list of cooking oils, you'll notice that pretty much all of them have smoke points below the printing temperature of ABS, with a handful of exceptions that have smoke points just barely above that temperature. All that means is that the hydrocarbon chains are going to break down inside your extruder, which really accomplishes nothing helpful for you. As the compounds break down further and oxidize with the small amounts of air coming into the extruder, you're going to get carbon fouling on all surfaces, including the filament itself as it extrudes.

Second, and this depends entirely on the amount of oil present, but I'd expect to see oil actually coating the filament somewhat as it comes out of the nozzle, and acting as a separating agent between the lines of filament on the print itself. I'm not sure how much you'd actually experience this, but again, best case scenario is it doesn't happen, and the oil doesn't give you any real advantage here.

Third, the process of seasoning cast iron works because the surface of the cast iron should be smooth for minimal food sticking, and any kind of rusting causes pits and porosity in the metal. Seasoning just ensures that oil stays in the metal to prevent moisture from interacting with it, and to provide a very thin oil layer that somewhat separates food from the metal until the food is hot enough that its own fats have started to lubricate it against the pan. Extruders on the other hand really shouldn't have porous surfaces nor be made of easily oxidized materials. Stainless heatbreaks, aluminum blocks, brass nozzles, all of these really aren't going to rust readily and probably won't benefit much from an oil coating.

Fourth, if you're looking for a nonstick coating for the interior of the extruder, a PTFE liner has been known to give excellent results for a very long time now. If you're printing above the temperatures PTFE can survive at, then unfortunately you're also printing above the temperatures that pretty much any cooking oil (or petroleum jelly) will survive without rapidly breaking down.

So to summarize, you're not going to find many oils that can even survive inside an extruder, and they wouldn't really give you many benefits for the duration of time that they weren't just a charcoal slurry.