I've been casting since I was 15 years old and the only time I have seen the lead oxidize bad enough to require cleaning is when jigs got stored for long times in closed tackle boxes. Putting wet jigs in box trays is probably the culprit there. I have several coffee cans full of sprues in the garage, some several years old and they are still clean. Those cans do not get covered though. I have seen lead come from damp basements covered in the oxide after having been in that environment for years and years.
I do think that geograpphic areas of the country probably pose unique circumstances. In the coastal south where humidity runs high all the time, you're perhaps more likely to see the coating than here in the north where dry air is around about 50 to 60 percent of the time.
As for applying a protective coat to freshly cast lead, I don't. If I want to utilize that silvery shine of a fresh cast jig as an undercoat, I coat the jigs right away. When the sprues have been snapped and the jigs go to storeage, they end up in quart sized freezer zip-locks. The heads may dull some but they have never gotten the white dust on them from storing in this fashion. And when I fish hair jigs now, I hang them on the lip of my 5 gallon plastics bucket and allow them the dry for a few days before I re-box them and I still don't see any oxidation problems.