Copper slip is fine on the thread but it must not be present on the torque face which is the radius seat in this case. Not even a trace.
In fact, if the threads become corroded and need a degree of torque to overcome the binding then you will not be applying the correct torque to the bolt.
Default advice is use no grease because the average punter will have no engineering savvy or even care and nobody can be held responsible.
And if the bolts are removed much more frequently then this practice will most likely be fine.
My bolts were knackered when I bought my car and consequently so were the hubs, well they were after I spent 4 hours with a 5 foot extension bar removing my wheels. All at 35k miles. Peter Cooper never usually remove the wheels during servicing unless access is needed, a tyre change or a pad change. They even do fluid changes with the wheels on. That's main dealer servicing for you and another story