I can’t speak for the D&S but in Chama, pretty much never. Unless we are tearing into something to rebuild it, all the oil from the cylinders and grease from the running gear collects large amounts of dirt that cakes to everything under the running boards. It’s especially nasty in the front where heavy steam oil comes out of the cylinder cocks and everything gets baked onto the saddle. Personally, I have noticed the frames and wheels are a little cleaner since we converted the drivers to run on oil. When we do clean it, it’s scraped off with paint scrapers, wiped down with solvent and then pressure washed. Sometimes the process must be repeated.