You never lube the bar itself. I just looked at the
Installation instructions and you are correct, they do say to "lubricate all moving parts" on P.10 of the manual. The instructions, as printed there under "after use", are wrong. They are talking about the the threads of the handle and adjustment bolt and also the balls where the sway bat attaches. They are NOT talking about the slider bar itself. I have no idea why Harbor Freight says to do so. Maybe, the manual was written by some idiot who has never towed anything in his/her life.
Barney