I have been doing this every time I re-string, no matter what kind or brand of string I'm putting on. I've done this for my guitars as well as my basses for over 30 years !
When I was first starting out, I was told - by a guitarist that I believed was telling the truth - that when strings are manufactured, a type of wax is used as a lubricant on the machine that makes the strings.
A cotton ball or cloth with some rubbing alcohol on it, wipe the string down, wait until the alcohol evaporates off and then put on the string.
I recently did this when replacing a set of (out of the box)Fender Stainless Steels on a Squier Active Jazz Deluxe V to TI Jazz flats. I did not notice any difference in the sound, thump or brightness between the strings. A huge difference between the Fender SS and the TI jazz flats though !
So, whether this is a fact or not about the wax, It's now just another "ritual" I go through when re-stringing. Does it actually help the sound of the strings? Hmmm....Can't hurt, might help and removes any manufacturing stuff off the string to, at the very least, keep it off the fretboard and my fingers.