Oil on the decapper/expander rod does not make any difference on the gripping power of the clamp nut. If the rod pulls from the clamp nut it is because of one of three reasons: not lubing the case mouth prior to sizing, the threads on the clamp nut are cross threaded or the clamp nut is simply not tight enough. If the clamp nut is cross threaded in your die, send the die to the address below with a note explaining the problem. If the rod is just pushing up about 1/16" in the clamp nut and not going any higher that is normal. The rod has automatically adjusted itself for the internal dimension of the case.
If your cases are sticking in the die, it is because you are not lubing them prior to sizing or you are using a lube that is not providing sufficient lubrication. Lee Resizing Lube will prevent stuck cases.