I don`t have any experience with vegetable oil as a solvent & do not know much about the chemistry between it & acetone or alcohol, but it seems like you may run into issues similar to extracting from a fatty plant. Acetone or alcohol may pull fats or oily residue from the vegetable oil.

Take this with a grain of salt though, as i mentioned I do not know much about this method. It just seems logical that the issues mentioned may occur.