A little oil seldom hurts metal. Just spray lightly with a light oil such as 3inONE or sewing machine oil or, gee, dare I say it... any good gun oil.
That knife in your pocket gets taken out somewhat regularly and wiped off, handled, etc. The one in your desk might not see the light of day for many months, so you will not notice any encroaching corrosion.
If you are really anal about protecting it, dampen a handkerchief with gun oil and wrap the knife in that. Place in a ziplock and stuff it into the desk.