As Bill R says, I think the weatherstrip is important to keep water out of the boat. If there is ANY gap, all the rain water that hits the surface of the slide will run down the surface of the slide into the boat. It is easy to say "it's only 2mm wide" but it is 750mm long. That is about the same area as a 22 mm round hole. Would you tolerate a 22mm round hole in the side of your cockpit that drained water into the boat? I would not.
An occasional coat of wax on our varnished slide keeps the rubber from sticking to it. We varnished the teak companionway because we much prefer the "look" of well maintained varnish over teak oil--strictly personal preference. With the same maintenance schedule, (and , yes, a bit more work) it holds up well.
If you do decide you prefer varnish, stick with the wax, and avoid the silicone spray and furniture polish containing silicone. Silicone is virtually impossible to remove when it is time to renew the finish, and it can cause you nightmares with the next maintenance coat of varnish "beading up" on the surface. There are ways to get around it, but the best answer (again--with a varnish finish) is to just avoid the silicone.
Annapolis, MD, USA