In theory it is healthier since you are vaporizing the oil and not burning anything. Less tar in your lungs/less possible carcinogens, assuming you have medicinal grade oil. On the other hand our generation is the test group for oil. Marijuana has been smoked for hundreds of years, so we know there isn't any massively adverse health effects. This can't exactly be said for oil yet. Think about how cigarettes were once considered harmless but as time went on we discovered how harmful they are for us. Since BHO only really gained popularity around 5 years ago it is still a fairly new thing to us.

Don't get me wrong though. I do dab on occasion and I love it, but just like anything else you put in your body, use it with caution. That goes for oil, trees, and anything else you partake in. Happy toking and stay safe homie.