I doubt it's a bad product, frequently, the more natural an oil is, the more likely it is to stain your sheets (in a very general way. I know jojoba doesn't, for instance). When oil is heated (like in the dryer) it becomes rancid, if it isn't fully out of your sheets.
When I want an oil that will wash completely out of sheets, I use "Soothing Touch Fragrance Free Lite" I can pour this oil on my clients (literally) and minimally launder the sheets and they are always clean.
You may want to investigate better ways to wash your sheets. There are lots of "tricks of the trade" people use. I use dawn dishsoap, oxiclean, tide w/bleach in every load, along with HOT WATER and washing them immediately. That seems to work, even when I use 100% plain sesame oil in large quantities on my client.