I oil my chain every few days and it is still filthy — what am I doing wrong?

You are describing the classic mistake, and it is not the oiling — it is what happens after.

The sequence that matters:

1. Wipe the chain clean first, with a rag, before any oil goes on. Back-pedal the chain through a folded cloth several times. This removes the old lubricant and the grit suspended in it.
2. Apply lubricant to the rollers, one drop per link, while turning the cranks slowly. The lubricant needs to get inside the rollers — that is the only place it does any work.
3. Wait a minute, then wipe the outside of the chain thoroughly. This is the step people skip and it is the most important one.

Any oil left on the outside of the chain does nothing except collect dust. That is your black chain: not dirt that arrived, but dirt that got glued on by surplus lubricant. A properly lubricated chain looks almost dry on the outside and is slippery only inside.

Oiling every two or three days on top of that is far more than needed and is making it worse, because each application adds more surface oil for grit to stick to.

The difference between your two bikes is probably the lubricant type rather than the bike.

Wet lube is thicker, stays put in rain, and is the right choice for winter and wet climates. It also collects dirt aggressively and turns into grinding paste if you do not wipe it back.

Dry lube goes on carrying a solvent that evaporates, leaving a thin waxy film. Much cleaner on dry roads, needs reapplying more often, and washes off in sustained rain.

For 25 km a day on tarmac in dry conditions, dry lube plus the wipe-off step will transform how your bike looks. If you had wet lube on the old bike and it stayed cleaner, the road surface or the weather did you a favour.

As for frequency: every couple of hundred kilometres in the dry, or after any wet ride, is a more useful trigger than a fixed number of days.

Worth mentioning the option that removes the routine almost entirely, since you are riding daily: waxing.

A chain stripped of factory grease and immersed in hot wax comes out dry to the touch and stays that way. Grit does not stick because there is nothing sticky on the outside. Drivetrains stay visibly clean for thousands of kilometres and wear rates are excellent.

The cost is real: a proper degrease of the new chain, a slow cooker, and re-waxing every few hundred kilometres, which means a chain off the bike each time. Most people run two or three chains and rotate them.

It is a lot of faff for a casual rider and genuinely worth it for a daily one. Worth knowing it exists before you commit to a lifetime of wiping.

One thing not to do, since it will be suggested: avoid strong solvents and those clip-on cleaning baths as a routine.

They do get the chain visibly clean, and they also drive solvent into the rollers where you then have to fully re-lubricate from dry. Done occasionally that is fine. Done weekly it is a good way to wear a chain out faster than riding it does.

Wipe, lubricate, wipe again. That is the whole routine for the overwhelming majority of riding.