I think in some cases "self-lubricating" is a bit misleading, as they really mean "low friction".
PTFE is a good example, it's very low friction and often described as self-lubricating but it's not like it has absorbed lubricant that can leak from it, it's just an inherently low friction/wear-resistant material. Acetal/Delrin is another example.
I think Oilite was one of the first "true" self-lubricating materials, a porous bronze impregnated with oil for use as bushings and plain bearings.
Military customers want it, as do many civilian shooters; it's probably stipulated in some government contracts too I'd imagine. Just means the paint in the recesses basically won't ever rub off, or not for a very very long time. More longevity of marking even if the user is crawling around in middle eastern sand all day every day for months on end. Still a minor feature, but it essentially costs the exact same to manufacture each mag with or without the matrix, so for people who need markings that will last under rough handling they might as well include it. Obviously irrelevant for airsofters but then again of course so is 90% of what people buy for airsoft.