Salt spray can form a conductive film on anything. I'd second the vote for grease. Silicon dielectric grease, aka "high temperature brake grease", will also do the job and may be easier to obtain. $8 for 1/3 ounce from the Ancor brand at chandleries, or $5 for six(?) ounces at an auto parts store, pretty much the same stuff.
The other thing to do might be to try keeping the connections out of the weather, using a leather or vinyl cover over the sockets, and an occasional fresh water rinse--or something similar to make sure salt spray isn't building up on them.