That's news to me pal, I have tried about 6 clay bars and always use water if I don't have a lubricant about and gives the same results never had any Issues with marring at all only very good results.
I used to make my own lube with some shampoo and water but after reading up on detailing world i stopped.
To be fair it may be a load of dog poo but i am a bit of a sucker for it!!!
Like to keep it clean !!