they do grease it from the factory,(well, they should anyway) the grease is very light and there isn't much used, too much or too heavy of grease will seriously effect performance of the tool. Especially on the right angle gear drive tools, they'll push grease out and make a mess if you put too much in.
Don't use regular chassis grease in this, it's too heavy, use grease specifically for air tools and just a squirt or 2 when you do. a little goes a long way,