I doubt it will burn longer, they oil it so there is no dust when you move it. Normally the delivery is watered down to keep the dust down but the water will evaporate. By oiling it, it will remain dust free until burned.
He is right, it's only to keep the dust down when moving it around....doesn't extend burn time or anything, it burns it right off anyway...... I had mine oiled when delivered, and there was very little dust when loading the coal bin...
Also the oiled coal will help your hopper last a little longer and give the inside of your stove a soot build up. This is not a bad thing with a stoker. It will help prevent rusting in the summer.
The places I get coal don't offer the oiling I have heard of people using vegtable oil. Do you think that will fill the bill? Also do you have a time for the demo tommorow? I know myself and a few other plan stopping in to see how it works. By the way thanks for the baking soda wash down trick for the spring cleaning. I wahed it down, oiled it and it is still totally rust free.