Healthy oils actually tend to have a lot of saturated fat in them. Nuts, olive oil, coconut oil, avocados, are all quite rich in saturated fats, and actually are good for you (no scare quotes needed). The reason those oils are considered healthy is because of the types of saturated and unsaturated fats they contain.

Canola, or rapeseed, oil is somewhat less certainly good for you. And is quite low in saturated fats; which is why it became so popular. It was a low saturated fat alternative to higher saturated fat oils. That was probably a premature optimization...a variable was optimized before the full effects of diet were understood. Grapeseed might be a healthier alternatve to rapeseed oil for high heat cooking (olive oil has too low of a smoke point for any serious cooking, it's more of a finishing oil, if you care about your health). I skip it, along with corn oil and soybean oil. I don't know that it's unhealthy, but I've been seeing evidence that it might be for a few years now. The evidence that it is more healthy than other oils has all but evaporated, however, so there's no reason to choose it over cooking oils that have more recent and convincing evidence of their effect on health.