<shudders> just had to say it didn't you.... ugh.
Lubrication won't help 99% of the time (and I personally would be hard pressed to believe the lubricant did anything useful in the other 1%).
The most common reason for buttons not sticking is excess wear of the molded in catch which is part of each individual button. The most common reason for ALL of the buttons not sticking is: Each button has a catch molded into the actuator, when a button is pressed the catch pushed on a brass plate (which spans across all of the buttons) away from all of the buttons thus releasing which ever button is currently "down". Then, when you release the button its own built in latch which pressed the plate away gets caught under the spring loaded plate keeping the button "down". If the spring for the plate is damaged or the plate itself is seized NONE of the buttons will latch.
Some have posted that upon dissecting their climate control units they found that the latch in the button actuator was packed with debris and as such preventing the button from properly catching on the brass plate. In this case some careful cleaning and tooth pics saved the day.
If the built in latches are completely damaged you can always swap buttons from a donor CC, however it is NOT in any way an easy job and involves a lot more than just soldering in a new button.... remember that brass plate? It's held in place by a steel plate which is crimped in 4 spots to EACH button's main body. Take it from someone who's rebuilt a couple... it SUCKS.
There, now with all that out of the way: You're probably thinking "great, my CC's screwed and I'm gonna have to buy a new one". You are, in fact, absolutely correct! However, to help prevent the additional stress from effecting the people at waste management, I will gladly take any unwanted CCs for recycling purposes (no applause, no applause.. really, you all are TOO kind).