You don't really need it, when/if the trigger becomes stiff, some silicone grease can be used on the trigger/air valve. That is the only place where you could need it
Some people use grease substances on o-rings and threads both to ensure airtight connections and to protect certain rubber types from solvents.
I would never ever introduce oil into my airbrush, but I have some Tamiya Greasa and Sealant that I use for the trigger and airvalve (the small rod that gets pushed down) once a year, so it will last a life time. It feels much like Molykote 111, a foodsafe silicone grease.
I have used it one time when I had problems with an o-ring, it sealed it up perfect.
I have this set. The small brush is really handy for cleaning the airflow and nozzle.