"Since Bicycle chains do not have O-rings seals like Motorcycle chains have you will never have an issue with cleaning lube out of places you cannot get lube back into."Sheldon Brown had the following to say about that:
FWIW, chain manufacturers say not to soak chains in cleaner, so that original lubricant is not removed from innermost areas.
New chains come pre-lubricated with a grease-type lubricant which has been installed at the factory. This is an excellent lubricant, and has been made to permeate all of the internal interstices in the chain.
This factory lube is superior to any lube that you can apply after the fact.
Some people make the bad mistake of deliberately removing this superior lubricant. Don't do this!
The factory lubricant all by itself is usually good for several hundred miles of service if the bike is not ridden in wet or dusty conditions. It is best not to apply any sort of lube to a new chain until it is clearly needed, because any wet lube you can apply will dilute the factory lube."
Excerpted from http://sheldonbrown.com/chains.html