It's a bit like why we don't eat sugar.  It would be perfectly
paleolithic to munch on a bit of raw sugar cane, but who in their right
mind would want to do so?  Nut oils remove the non-oilly parts and thus
fall under the catagory of "highly processed."
        On the flip, what are the effects of skimming the oils out of nut
butters to get something less greasy to use on celery?