From what we know, we can confirm that doing this may dirty and cause harm to your 40x lens.
Oil immersion is a technique that can be quite handy when attempting to view hard-to-see specimens. However, This should be done only with lenses that are made specifically for this, so revolving the nosepiece in the wrong direction will expose the 40x lens to the oil, for which it is not designed, and may cause harm to the equipment.
Therefore, we can confirm that the 40x lens could get dirty with oil if you move the revolving nosepiece in the wrong direction after viewing it under oil immersion.
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