The fuel is used as the hydraulic medium for the All-Speed Hydraulic Govenor which is driven from the fuel pump camshaft, which on older diesel locos means cleanliness is essential for efficient running.
Combined with action of the spill port helix injector pumps on the older locos the fuel specification was given very close attention.
However, these days with common rail I imagine the fuel specification can be relaxed a bit, but I couldn't vouch for the suitability of cooking oils.