At Baptism and Chrismation there are three different oils used: the oil of catechumens, the oil of gladness, and the myroun. There is no way the priest would just use vegetable oil for all three, he would know to use the myroun received from the Patriarchate. If you are concerned, you could just approach him and say that you'd heard that three oils are used at Baptism, could he explain the difference, is it true that the myroun goes all the way back to Christ, etc., to find out what you are wondering without having to directly challenge him.
The myroun used at baptism is a very holy thing (since it is already consecrated by the bishops to replace the laying on of hands of the bishops for chrismation), while the olive oil used for the anointing of the sick is a common thing that is made holy in the mystery.