Yes, I don't chalk files either. I tried it a few times (because the books said to) and it gave no benefit. Flattened copper or brass (suppositories) are great for cleaning. Vinegar for re-sharpening.
Since learning the vinegar trick, I buy most all "worn out dirty" USA Nicholsons I find. And I don't see any funkelnagelneu files in my future (save the Pferds I get for saw chains, because they "migrate" from my truck).
Fresh file on clean steel is a good thing!