A wet lube sure will attract dust to any component. I have exclusively used dry lube for about 8-10 years now with great success, first on motorcycles and now on the mtb also. The lube leaves a film which once dry there is little to no tackiness to attract dust.lubing your cassette will just attract more dirt to the cassette.
so long as the chain is looked after (cleaned) and lubricated properly (which doesn't actually mean tons of lube) the lubed chain will run on the sprockets and chainring without incresasing wear.
This shouldn't really need explaining. But... well... y'know