Yup - I use sweet almond and grapeseed oil too.
Now, here's a funny thing: what I've noticed here in America, people do not like using massage oil. It's offered, but they normally would use creams or lotions. I suspect it's a bit like us - we were trained in oils, so we use them a lot, but they were trained with creams and lotions, so that's what they use. As a result of this, whenever I get a massage, I end up having like an oil bath because the therapists isn't used to using oils, and just assume/hope that if they used the same amount of oil as they do lotion, it would work. No - just leaves me with oil, and them with oily sheets.
Which was something they probably did not want to deal with, hence the use of lotions...