I would absolutely go back and do that. Lube the contact points where the pads sit in the bracket, and the back where the caliper touches. Without grease, the pads and can seize into the bracket and cause uneven wear/wear our way faster/overheat etc.
That’s curb rash, and looks like a wheel not a hub cap. Can’t really get rid of it without refinishing the wheel. It’s very minor and won’t affect anything.