Yes it depends on the glue. It's not a straight yes or no answer. Acetone can also be useful before you apply a finish. Denatured alcohol is also very good.
Lignum vitae is the best wood to play about with these things on. You want oil!?!?!?! Try steaming it for a bit of fun!
I also think it's best to do some simple tests yourself. Glue up some blocks of wood that have been 'degreased' some that haven't and repeat with all the different glues you use regularly. A large vice and an adjustable spanner will tell you a lot
Also of course the manufacturer's tech sheet will tell all...if not I'd email them and get a definate answer.