Have never had any issue with lube on the case--it "should" ease extraction, if anything.
If you feel lube on the cases, you are over lubing those cases by quite a lot.
Do you lube due to steel rather than carbide sizing die or just for ease of sizing? For 9x19, all you need is lube at the bottom ½-⅓ of the case.
Best sizing die I have found for ease is the Hornady New Dimension TiN sizing dies, followed by Redding.