My understanding is, oiled rice you can pour and fluff and toss and juggle and you won't get a lot of coal dust, whereas dry rice can be dusty. I use nut coal, and even with such big chunks if I pour from one container into another and shine a flashlight on it I can see a cloud of very fine black dust, almost like smoke, rising from it. Almost invisible, but if I don't wear a dust mask I notice I have black boogers the next day (sorry for the graphic description, I don't know how else to explain it).
So depending where your stove is located you might opt for the oiled if you can get it. Some folks have a boiler in the cellar, isolated in its own little room, so there's little air circulation involved and the dust is confined so they have no need for oiled.
Should be no difference in the heat output between oiled / non-oiled.