Probably because there a many kinds of compressors?
The expensive modern screw ones that have a mix of compressed air and oil mist and which catch the oil "on the way out" with a separator are fussy buggers, expensive to maintain, unforgiving if not maintained properly, and extra expensive when they blow up.
With one of them, using the right oil is a must IMHO
It's probably folks thinking about them that are finicky about the oil