Yes, I break down and clean any new gun I get...whether new from the factory or "new" as a used purchase.
Why?
It has little to do with any concern with respect to cleanliness, per se, and very much to do with knowing the ACTUAL state and condition of the firearm before I shoot it.
Field stripping a gun isn't an arduous or time consuming task. It allows me to be sure that the parts are, in fact, all there, properly assembled, undamaged, and properly lubricated.
It also familiarizes me with characteristics specific to that particular gun which may be different than what I'm used to. Like, for example, how my wife's PPK/S breaks down and is reassembled. Likewise for my CCP-M2+. Mechanical familiarity is important.
Is this important for the actual function of the gun at the range?
Quite frankly, it may very well be VITAL to this. Even if the gun wasn't packed with something more conducive to preservation than lubrication (everybody is likely familiar with cosmoline, for example), the fact that the gun may have been stored a significant amount of time with a common lubricant may have resulted in degradation of the lubricant enough to have an effect on moving parts.
I proved this to myself with my Beretta 92FS, which I KNOW was properly cleaned and stored away many months earlier. Went shooting with it one day and had a great deal of aggravation with jams. I had never EVER had any such issues before. Went home, puzzled, field stripped, cleaned, relubricated...and didn't have a lick of problems afterwards. During the process I noted that lubricated areas had a slightly "tacky" feel to them.
When you get a gun, new or used, you really don't know what exact condition it's in with respect to these factors UNTIL you go through the motions of inspecting, cleaning, and lubricating. I believe it behooves one to go through the motions beforehand in order to check these things.