That's been a often asked question and it's been discussed in quite a bit of detail here.
I was forever a proponent of following the spark plug manufacturer's recommendations for not using anti-seize up until I changed out the plugs in my old ECHO this last time. On all my other old cars, I've never had one issue with not using it even after 100,000 miles or more. But this last time they were stuck much like you described and I was afraid I was going to strip the threads in the head. That didn't happen but when the new NGK plugs went back in I used a dab of nickel anti-seize on the threads. If you use the torque angle method of installation that's on the box then it doesn't matter if the threads are lubricated or not.
But like I said, with all the other plug changes on my cars (some four times in 20 years) never a problem until this time.