All the people who are supposed to know what they are talking about claim the the ULSD does not lack lubrication, no additives are needed, and that it is entirely compatible with older engines. The new engines that require ULSD (such as new trucks with DPFs) must be run on ULSD. Myself, I use an additive in my tractor but not in my 7.3 powerstroke which was made to run on pre ULSD diesel.
I hate to do it, but I would like to send the ULSD questions to the fuel/lube forum on this site which is full of people that love this stuff.