I think any compressor has moving parts that have to be lubricated.
On turboprops you can have turbine compressors which the bearing is air.
You give them a bast for 60 seconds after start up and they spin up and the spinning makes them float in the shaft.
The flow off the engine spins the compressor which sucks fresh air in from outside. Only time I have smelt anything nasty is when de-ice fluid has got into them.