Well, more precisely, their factory owners aren't held to the same kind of health-and-safety regulations as ours.
That said, I entirely agree with Frosty and ThomasPowers that there are too many unknowns in your heater oil to risk using it as a quenchant. Canola oil is cheap, fryer oil is free, and manufactured quenching oils are easily obtained. Don't bother.
(And that's the King of Unnecessary Salvage talking, so you know you'd better listen up.)