Holy smokes.... My thoughts. Although the rollers are "sealed" via O or X ring, there are side plates as mentioned. Some form of lube is needed, be it WD-40, wax, oil, kerosene I don't care really. If you've never done it, clean your chain with Kerosene or a chain cleaner like 611. Then go over the entire chain with ATF, yeah trans fluid. It has an a very good dry film cleaning agent and fricition modifiers. Don't lube it, just go back over the chain to clean any residue up. Finally dry it thoroughly, go for a 15 min ride or so. Now, ride around a few days, and when it rains make sure you ride in it, if no rain, soak your chain with tap water from a garden hose, then ride and repeat a few times. It will only take a few days and you should see rust on the rollers, and side plates. Rust is never good. If your WD-40 prevents rust then trust in it and be happy.
Me personally, I use 611 cleaner and a grunge brush and old t-shirt to clean the chain. I clean it when the gold side plates are no longer gold, but more of grunge, black, etc... After cleaning, ride to heat the chain, put it on the stand and wax, let sit til cool to prevent flinging. I don't saturate the wax on the chain either, just enough to cover the plates and roller faces. I do wipe off the excess wax that gets on the cush drive hub also, to prevent attraction of gunk. BTW, I have over 17,000miles on the current chain and everytime I clean, I inspect the rollers, plates, sprocket etc. for wear and have no issues.
Question, all this talk about lubing and I have seen no mention about dry film lubricants for friction reduction and temp reduction, why not? Guess since it's about time for to replace my chain, for prevention of wiping out the casing etc., then I might as well grab some dry film lube and have it, report my findings etc and hope all goes well.
Charlie