According to Glorious, on their product page for the Gateron Black switches, yes, they do come pre-lubed (Under the questions tab).
edit - on page two of the questions, Glorious also say "You can also use them without lube" so maybe not. To be honest at that price I would expect them not to be lubed. I know the Pro gaterons are pre lubed from the factory, so Glorious would have to do the lubing, and seeing as they don't specifically mention it then I'm going to say no, they are not lubed.