Image of spirit safe by Glenlochy distillery.With spirit safe you can control the amount of natural oils and fats in the spirit.
Natural oils are essential in whisky making. For example, oak casks are full of naturally occurring oils called vanillins. Those oils will get drawn out of the cask by the spirit during maturation and naturally, will have an affect to the flavor profile.
Malt whisky also gets its taste from the heavy oils and fats and the lighter esters and other flavor carriers from the wash. That makes a big difference between pure alcohol and a single malt whisky for example. Spirit will lose its individual character, the more you distill it.
Some use more oil influence than others
There's lots of differences between distilleries on using natural oils in their whiskies. Some drams have more and some don't, depending on the choices made during distillation and maturing. People also react differently to oily expressions: some love them, some hate them. Heavy oil influence can suit some expressions and ruin some. At best, it can be like velvet for your palate.
Where and how you taste your whiskey has an impact too. Read more about tasting whiskey.
Here are few good whiskies with nice oil influence:
Below I've listed few categories, which usually have oily whiskies. Japanese premium whiskies tend to have velvety oil in them, many sherried Speysiders do as well.