Something to do with vegetable oil being highly processed and possibly containing residue from the refining process. Or it oxidizes and goes rancid faster than saturated oil. Or it's less nutritious and makes your cells fragile or something. I guess you're supposed to use avocado oil or olive oil, but a lot of those are counterfeit.

I'm not a chemist or a biologist or nutritionist or whatever so I have no idea if any of this stuff is true, but generally speaking it's probably a good idea to eat less fried food.