No Lock which has steel parts and makes contact other steel parts will be totally free from getting some form of corrosion. The chains have a plating/coating on them when new that does a real good job, but like your car, you need to do some occasional maintenance to keep up its appearance and function. Key thing that is steel and when the links rub against other it may remove the finished plating over time.
We recommend that you wipe down the links of the chain every so often with a degreaser/cleaner. Spray on a clean towel or cloth and wipe the links leaving a light coat on the chain which will help keep new corrosion at bay. Monitor the performance of the retreatment and reapply as needed.