Because there are moving parts, walking feet do have some kind of lubricant, which is normally sealed within the casing. If it's new foot, take it back! If it's an older one I'm wondering if it's oil or the internal parts have rubbed together so much that they are abrading so it needs to be oiled! There's a Teflon lubricant that they use. I would take it to a repair place or see if you can disassemble it yourself. If you break it, well you already can't use it
.