I am not a dietary scientist, but we are using either coconut fat or grape see oil for cooking.

The main reason is that these are supposed to produce less cancerogenic compounds after high temperature treatment* and they also do not leave any strong specific taste.

Both do not contain significant amount of omega-3 fatty acids, but the cooking oil probably also should not be your main source of fatty acids anyway (usually we wipe the products clean after cooking).

Perhaps somebody else could give better insight into it.

* I actually have not researched this deeply, but these oils do have relatively high smoke point https://en.wikipedia.org/wiki/Smoke_point