It's a press fit that you don't want to move so no need for grease . In use of course it's no real problem , it's unlikely to move and cause any damage unless under or oversize . If it's so tight that it's difficult to remove with a splayed bit of pipe then the headset might have been a fraction too large and either needs changing or the headtube reamed , too tight will increase the chance of flairing the tube . I give a light smear of grease to the tube to stop any surface rust , same with the bottom bracket shell , which again we shouldn't be using grease for ( again loctite as it's a threaded part you don't want to unscrew ) but I have yet to have one come loose or seize in 16 years . Not a fan of copper grease , never having a problem with normal grease I avoid the grinding paste qualities of the stuff .
A good way to think of it is there shouldn't be any bare metal to metal contact between any parts ( or fastening would be more appropriate ) , it's just a matter of determining whether you use a lube , grease , threadlock/loctite, etc . There are cycling exceptions , I wouldn't loctite a freewheel to a hub , I grease it and my bars clamp to the stem dry .
why is it bad? as long as there is pressure from the topcap keeping everything together surely it should be fine? and then make it easier for removal.
