The stuff that Glock ships with is more commonly called an anti-seize compound or anti-seize assembly compound - sometimes called anti-seize thread lubricant. I don't know the specific formulation of the "copper" grease that Glock uses but it's probably lithium grease with copper powder and graphite in it - that's the base formulation for the various copper anti-sieze compounds.
I think it's a best practice to clean and lube a firearm before firing it for the first time, but there are some people who don't do that. They go straight from the gun store to the gun range and start blasting away. IMO, that's why Glock puts the copper anti-sieze in their guns.
I think it's a crummy lube, compared to regular GP lithium grease the copper anti-seize feels gritty and abrasive. That's just how it feels to me compared to light grease or packing grease.
I do know that my Lubriplate tends to separate and GP packing grease can get tacky so maybe that anti-seize compound is a grease to use on a machine that might sit for a long long time. I mean, maybe it basicaly retains its properties over time in ways that other greases don't.
I use light grease on my Glocks when dry firing because it makes it easy to pull back the slide and it lessens wear.
I began to favor grease over oil when I noticed it made the operation of the slide smoother than oiling did and it didn't drip everywhere.
When I went firing with a friend last week though, I got all the excess grease off, left only a very small amount of it in the rails, barrel hood and the last 1/4 of the top of the barrel.