Every oil (including butter) has a temperature at which it begins to burn, known as its "smoke point." Cooking an oil at or above this temperature will not only cause the oil to either lose its flavor, or become a bitter, burnt flavor, it also kills off an antioxidant properties of the oils. Below is a reference list roughly of what the smoke point is for the most common house cooking oils are.
As you can see, only avocado, safflower, and sesame have a smoke point high enough to endure the 450°F of Cinder's sear function.
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