I misread something in the Finch book about this, and realize there's nothing in there whatsoever about applying a finish to the plane.
Is it just not done? I can understand that, because an oil might affect the wood being planed, and a shellac or lacquer would wear off the sole eventually anyway.
What about tung oil? Or (polymerized) linseed oil? What about paste wax, seems like that would be a win?
Now I've done this, I can appreciate the beauty of the Knight planes and I'm teetering on the edge of getting one. Just have to overcome an inherent resistance to significant purchases, but when I do one of those jointers with a japanese blade is mine. :)
er