I have to laugh at you guys thinking someone other than your OCD self would ever grease the threads on a valve cap. Truth is you don't even need a valve cap! They are there to protect the core from dust and dirt, nothing else. [MENTION=50186]adio3x[/MENTION] they make a guard for the stem and cap.
I can see a mom now: Leaving work, seeing her TPMS light on, stopping at a gas station, pulling her tube of grease out of the console and greasing the threads after she puts air in the tire.
Hell I check my tire pressure regularly and I wouldn't grease the threads, especially when all I have to do is run a plastic cap to keep from having to do that crap.