There are better solutions for permanent lubrication than PTFE. I never bothered using teflon-based chain lube, or even coated cables. Yes, I did install them for customers when I was working at a bike shop, but that was over a decade ago, and only because they came with the shifters.
The fact remains that most bikes don't have a proper cable length to begin with (either too long or with bends too tight). There's a lot more performance gain to be had from proper cable installation than PTFE. The only added benefit I can think of is cosmetic, since the coating of the cables can be any color.
KCNC's titanium cables are something I'd rather try, and not because of the PTFE coating either. That's what I consider a worthwhile finishing touch in the weight-saving department.