Hi Ted,
Richard is right, the Colt's instructions on loading don't mention lube. Personally however, I have found that lube over the ball improves accuracy.
It wouldn't surprise me if some type of lube was used, if you owned a percussion rifle back during that period you probably used a lube of some type, so you're mindset and experience might've taught you that lube would be beneficial or even necessary even if the instructions didn't state it. People that use any type of product in the field often uncover modifications and tweaks that improve performance or enhance reliability. A lot of times those discoveries happen by accident. Seems hard to believe nobody would have ever used a lube with them.
No hard evidence, just an opinion...
Whip