Some people just have the ability to wear the oleophobic coating away, and some don't. Unfortunately, I'm one of the people who can wear it away easily. It happened with my 3GS, and it happened again with my iPhone 4. I now use a screen protector.
Here is an old thread that I started a couple of years ago about the issue I was having with my 3GS. People didn't believe my story, and attacked me. It was quite entertaining.
https://forums.macrumors.com/threads/791230/
Youre probably using too much lube.
Ive worn away the coating in the central area of my screen. I think it happened when I was playing a game that got the screen really hot though. It seemed to happen overnight.
Anyway, Id be happy to get rid of the coating for the entire screen. I was fine with the non-oleophobic screen on my 3G.