A properly weather sealed connection won't need anything else. In the cellular and two way radio industry, properly installed connectors mated/torqued correctly, and sealed per industry standards will work just fine. I've pulled apart connections that were installed 20+ years ago that were shiny and clean inside.
Some dielectric greases can migrate into the coaxial braid. Knowing 100% how it will interact with the jacket, center insulator, connector o-rings, etc. would be hard to do.
You won't see it recommended by companies that make high end connectors, cable manufacturers or big industry players, so that should probably indicate something.
I do use it on electrical connections where appropriate, though. Trailer harnesses, vehicle wiring, bulb sockets, etc. I did use dielectric grease to seal up most of the electrical connections on my UTV, due to some frequent water crossings.
There was a company (might still be) that sold some sort of connector foam that was marketed towards radio amateurs and TV installers. Never tried it. I've noticed that some amateurs seem to have a thing against good weather sealing of connectors, though.