Other than personal health concerns (which are considerable),
Do you really want heaps of used/dirty petroleum on your land?
Milling requires a lot of oil in one place.
Canola is cheap.
I've paid as little as $2.50 gallon for food grade canola.
Even though it requires a bit more clean up of gear, I'm quite happy using Canola for milling.
A big day can see an easy gallon or more of oil go on the ground. The critter show up in those canola chip piles almost instantly....it's food!
It does require immediate clean up as it can harden up if left for a couple weeks.
Like all other oils, oil melts oil so even if it congeals up you can still clean it off.