It's sounds weird because it's wrong .
The needles are tuned to allow the correct amount (flow) of the methanol/nitro mix regardless of how much oil is in the fuel. If you add oil (or go to a mix with more oil) then the needles have to be opened a little more to keep the same flow of methanol/nitro. Both methanol and nitro help keep an engine cool by evaporating inside the crankcase so even if more oil is used then the needles have been reset to keep the same amount of fuel (methanol/nitro) in the crankcase to do the cooling. I might add that seeing there's still the same amount of methanol/nitro being burnt in the combustion chamber then power will remain the same within reasonable limits of oil quantity.

All that oil does is reduce the heat from friction to a minimum so adding more of something that reduces friction can't add heat to an engine.