From your description I do not quite understand whether you think it looked oily because it had a film on it, it made a film when added to the tank, or did it just show a distorted look in the water as you added it, which quickly went away?
The latter would be normal - pouring fresh water into salt, or salt into fresh, or anything with significantly different density or hardness will show ... I don't quite know the right term, but a distortion as it mixes. But it will go away quickly.
Oil will form a film -- on salt water or fresh. If your RO
water is forming a film, it's bad -- something in the lines, in the container you used, the RO
filter itself, something. A fish tank may form a scum film on its own that is NOT oil (e.g. bacteria) but if you pour water in and it immediately forms a colorful film on the top - you have a problem.