From what I have been reading oil is a concern in the cartriges but not in the bottles.
You can get cartridges from William's Brewing and other places that are specifically for food uses and contain no oil.
The box of Crossman cartridges I have all contain oil and marked that they do. I always thought the oil was to provide lubrication to the air gun in the same way you put a few drops of oil in pneumatic tools.
I don't use the Crossman cartridges for beer. I actually don't use them for anything anymore. They must be going on 20 years old...