Dan'l, An amateur adds a bit to Martin's message. The pitch of the string is a matter of the vibrating length (as we all know). But the stretch on the string, and overall tension, is a matter of the length from tuning peg to bridge. Even if the passage over the nut is smooth (and I won't use any of the barnyard metaphors) you are yet dealing with a longer string when you add the distance from nut to peg, so on a percentage basis it takes a bit more arc on the peg for the strings further as to "peg to nut". I think someone mentioned the "quantum jump on the wound strings", one way to minimize it (again lads, I'm new but have been dealing with strings for years) is to press your finger on the segment between peg and nut and give it a little "goose". That can pull the next "pop" of the winding through and leave you able to tune better.
And on general principal it is easier to "tune up" than to tune down. That applies with the zither pins on folk harps, the full through pins on orchestral harps, the mechanical pegs on guitars and other instruments - so I assume it applies to the friction pegs on the lute. Drop the pitch a good few cents (five or ten) then bring it up. Small movements are difficult even when there are mechanics involved, so on the direct pegged lute they must be more so. Do stretch the string between peg and nut with a small push, since you are normally tuning up to pitch that pulls up the VL a bit and lets you take in the slack in the dead section. And is definitely a help with the wound bass strings, although the other answers as to lubrication are quite correct. Best, Jon