Most vegetable oils will dry out over time, usually turning into something indistinguishable from glue. It takes weeks or months, though.
This might not be an issue if you shoot before the oil dries out, or the grease grooves are below the case neck. I recommend loading some test rounds up to see what happens.
I use canola oil for tough drilling, reaming, or tapping operations; it works better than the various machining fluids I've had. Then I clean the tools, workpiece, and any spatter, since dried canola oil is highly resistant to kerosene, Diesel fuel, isopropyl alcohol, and naptha... gasoline works if you scrub hard, though.