If your cable kit is one where the new Bowden tube supplied covers it for the entire length (i.e. our T25 / T3 / Vanagon or Danbury RHD converted T2c kits), no, they're designed to run dry. If your cable kit is for a model with a steel conduit welded into the chassis (i.e. a Beetle, Split screen bus, or a T2a, T2b or T2c which still has it's original throttle cable arrangement), the chassis tube will still have some grease in it. This doesn't matter, as the inner cable is fitted from the rear, so the grease will only be on the part of the cable in the steel chassis tube.