It's amazing how well oil can hang on. Unless you are wiping with concentrated alcohol or acetone, expect a little to stick around. (This is why degreasing is an important step before acid etching, etc.) The issue is that rubbing against things does deplete that layer and often unevenly. Think about the effect of rubbing hard against a dry absorbent medium such as cardboard as it bisects around the blade. The goal of oiling in surface protection is to maintain a very light and uniform coat.
I keep a bottle of cheap, non-toxic mineral oil from the local pharmacy. To apply it, I dip a Q-tip and press the excess off the swab inside the neck of the bottle. I then dab it along the surface of a freshly cleaned blade to leave little splotches. Then I lay the side of the blade edge against a towel, desk blotter, etc. for safety and stability. I then vigorously buff it in with a cloth, rag, cotton ball, etc. to evenly distribute a very thin coat of oil. I then lightly run the Q-tip along each side of the sharpened edge. The whole process shouldn't take more than a couple of minutes unless you had to clean a really dirty blade first. (Use Zippo fluid for tape gunk.)
The key point is to leave a very thin and even coat of oil. You mostly need to create a barrier to air. Keeping the layer thin not only keeps it from being messy, it leaves the blade sticky to dust, lint, etc. Even such a thin layer will still be helpful in making some residues easier to wipe off with a cloth/rag throughout the day. The level of maintenance you need is determined by the corrosion resistance of your steel, your individual blade use, and your level of blade contact with sweat, salt, acid, etc.