I have never heard that mulching was not recommended for daylilies. Well, I have read that it harbors diseases and pests. Yes, I have leaf streak, I have rust, I have some snail and slugs, and other things, but I still recommend mulching (based on my experience with my garden). Not only do I have all those problems but I also have a lot of beautiful plants. Water and mulch are too huge pluses in my opinion, and they equate to earthworms which are another plus in my opinion. I just mulched this bed the other day. It is not the prettiest mulch (half rotted oak leaves) the main purpose of my using mulch in this location is actually not to keep the soil cool and moist, but to keep me from sinking down in the mud.
Edited to add: What you do not see in this picture is weeds! The mulch does a great job on helping to keep the weeds down.