The non "O" ring chains need lubrication whether they have a removable link or not. No lube and they won't last long. If you want a clean wheel, purchase an "O" ring style chain with the removable link. It needs minimal lube.
I think Ian (ie Dog) could post about his success with removable links and lack of lube on "O" ring chains.
In terms of it being easier to remove the wheel, it really isn't. It is easier to replace the chain though with the link.