all metals corrode one way or another, except gold
gold does not tarnish or corrode
it does not interact with oxygen in the air
the best way that I know of to keep metal from corroding it to gold plate it.
i do not think the corrosion of the antenna "arms" is of any real consequence
is it degrading the performance of the antenna?
there is no lubricant of grease you can use, as the screw threads are part of the connection
the coax cable has two conductors - the center wire, which shows up as a center pin in the connector,
and the outer shield, which connects to the screw threads.
one way to make it easier to unscrew the connector is to unscrew it periodically
once a month? once every other month? don't know what is sufficient
but the process of unscrewing it ans screwing it back should clean the treads enough
you might give the threads a quick swipe with a little steel wool