I'm with Guess My Name. I never got the idea of using a QD as a lube for clay. Using a shampoo would seem to offer superior and additional benefits. Most shampoos have very high lubricity (is that a word?), much more than any QD I have seen.
Also, shampoos have higher cleaning factors. They help dissolve any junk the clay picks up or encounters. Further, it seems if you clay with a shampoo, you are getting an added benefit free: you are REALLY giving that car quite a washing, in a way, while you are claying -- two effects for the effort of one.
Lastly, any junk encountered in the claying that has gotten mixed with the lube (the shampoo) has gotten mixed with a sufficant (something that breaks the adhesion of stuff to other things, technically, it breaks the surface tension bonds -- surface tension is the force that making water bead. Ever notice that soapy water will not bead? The soap has wrecked the surface tension -- the force that "pulls the water together"). Having any junk, film, dirt, etc mixed with a sufficant is great, because it will tend to rinse right off when you rinse the car after finishing the claying.