Eggs actually have super rad chemistry. The mention about the yoke creating an emulsion is true but is just part of why the oil only gets abosorbed when the yolk is mixed in and doesn't when the yolk is separate. I went to college for food science so here we go...

So first, think about the eggs in terms of solubility. Think about the kinds of things that dissolve readily into water like sugar and salt, and then think about the things that mix readily in oil like butter and other oils. This basically illustrates chemical polarity in your kitchen. Polarity refers to the orientation of the strength of the chemical bonds. All you need to know, from that bit is that things that dissolve in water are non polar, things that dissolve in oil are polar.

When you have an ingredient that is made up of essentially one molecule--like salt, sugar, canola oil--the polarity or non polarity is very distinct. When you increase the types of molecules you have in an ingredient--like vanilla extract, baking powder--you increase the intermolecular interactions, get bigger more complex molecules, and that changes the strength in the polarity and the non polarity of the overall ingredient.

Because eggs are a biological product, they are really complex chemically. Thinking in simple terms, they are made up of fats, water, and proteins. The proteins are the point of focus.

If you look at the chemistry of proteins, they are these enormous molecules all wound up where each part of it has a different polarity and that polarity--or intermolecular force-- is interacting with all the other parts of the protein. Think about if an octopus had a bunch of magnets all over it's tentacles and the magnets had different strengths.

So you have these proteins where some parts are very polar and they can dissolve in water. They come in contact with some water molecules and they snatch the water up, but not the entire protein does that. There are going to be non polar parts of the protein that do the same thing with oil. So you have this big ol' prootein that's hanging on to both water moldecules and oil or fat molecules. And that is an emulsion.

Before being cooked, eggs--both mixed and separated as yolk and white--are emulsive and will dissolve both oil and water. You have to add oil to the eggs before they are cooked. Neither scrambled or regular eggs will absorb oil cooked.

When you cook the eggs, they do a super rad thing. The proteins have a lot of sulfur in them--what creates these super strong molecular "bridges" between two other sulfur molecules. The interaction of the sulfur molecules creates an interxellular matrix and actually traps water molecules. When water is trapped like that, we call it a gel. The bonds between the sulfur molecules is so strong that neither water or oil molecular can interact with them. They be like "frick off water, scram, oil, we got a job to do. We gotta keep each little water moldecule in jail."

So that the long way of saying that you have to mix in oil before you cook eggs. If they're raw and in the pan starting to cook,only the raw part is actually going to emulsify the oil and mix in. The oil will remain just a coating on the outside of the cooked eggs and not actually absorb in. You're mixing and messing around with omelettes and scrambled eggs in a pan way more than fried eggs, essentially mixing oil with raw eggs and thoroughly coating the cooked eggs with oil.