Most of the actual seeds that the oils are made from are healthy enough in their original state, but they have to be processed at such high heats that they are burned, and then they are chemically processed even more , to get out the ruined parts from the high heat processing.
Shortening was originally made as a lubricant for engines during World War 1, because petroleum products were hard to come by, so vegetable shortening was developed for that purpose, and it didn’t not matter if it was healthy or not, because it was used for vehicles, not people.
After the war, the companies had to figure out what to do with all that refining equipment, so they re-developed it and refined it enough that it was safe for humans, and named it Crisco. (Crystallized cottonseed oil). Because vegetable oils were then being promoted over animal fats like lard or tallow, people started buying it, and the company also gave away free cookbooks, where every recipe used Crisco shortening.
The main oils that can be cold-processed are coconut oil and olive oil, and those are the two oils that I use. I mainly saute foods at a lower temperature, so I use either one of the two, and use coconut oil if I am going to need a higher heat, like cooking meat.
I add whole or ground seeds to many things that I cook, to get the natural oil, which is fine when not processed,
I make what I call Fiber Cake, which has soaked/sprouted lentils (for protein and fiber), plus flax, chia, sunflower, pumpkin, and sesame seeds for the oil in the cake, as well as apples, bananas, or some other fruit (or vegetable) for flavor and even more fiber.
I do not even add any oil to the batter, just a little coconut oil to grease the cake pan. For liquid, I use yogurt or kefir, whichever I happen to have made and on hand.
While not perfect, it is a pretty healthy treat and makes a good breakfast, along with coffee and a sliced up apple.