Polyunsatured fats are unstable and easily oxidized. Omega 6 and Omega 3 polyunsaturated fats are essential in small amounts, and dangerous in higher amounts. Most Americans are deficient in Omega 3 PUFAs and get way too much Omega 6 PUFAs. This is a result of feeding our livestock grain-based diets instead of their natural grass diets, not eating much fish, and a misguided fear of saturated fat that has led to people eating high amounts of unhealthy high-omega 6 vegetable oils.
For anyone interested, The Perfect Health Diet has quickly become my favorite book on nutrition and I highly recommend it. It's very well-researched. The book recommends .5 - 1lb of high omega 3 fish (e.g. salmon) per week to cover your omega 3 needs (I also use some ground flaxseed), and minimize omega 6. You'd practically have to eat 0 fat for an extended period of time to experience an omega 6 deficiency. The book points to monounsatured fat and saturated fat as the only sources of calories that are not toxic to the body in high amounts. Hence butter and coconut oil are about as safe as food gets. Olive oil is pretty good, too--it's mostly monounsaturated with a small amount of polyunsaturated fat, which is okay if you're minimizing other PUFA sources. I treat pretty much any other vegetable oil like poison.