Youmay be thinking of the days when there were plain
bearings on cars. Those did make the wheels oily in
a lot of cases, but there have been virtually no such
cars in service for many years now, so that wouldn't
be an issue.

Todays cars do not leak oil from the bearings.

Flange lubricators apply oil to the rail side of the
flange. The retarders can't grip that area, anyway.

Cars where the wheel rims have been in something
slippery, say for example, where corn syrup or
sugar syrup has been loaded or unloaded, will be
slick until that washes off or burns off from
brake applications.

It's not likely that oil tank cars would have oil
on the wheel rims. If they did, it would mean
they have been in an area with oil an inch or so
above the rail. That is only likely to occur
where the cars are loaded or unloaded, and the
EPA would be on that in a heartbeat, shutting
the place down until it was cleaned up.