I would regard the chain as any other component during reassemble of an engine. You are already liberally oiling gears, bearings, rockers, and pistons, go ahead and give the chain a dunk in some oil before install, or at the very least, squirt some oil on it while rotating it once installed. I'd prefer to dunk it myself.
A hot oil bath? These chains run in a (relatively speaking) nice environment, full time oil bath. Once that motor heats up the chain on the first start-up, I think the oil will get where it needs to go, if it hasn't already.