I have the strong feeling he's trolling/teasing like he did with Vixens before. The scene looks set for that scope. I hope I'm wrong.
If you noticed, DPC's "perfectionism" always renders wet or sweaty skin as oiled. So when you see apparently oiled skin you have to guess if it is just wetness from water, sweat or real oil (for Madame we can agree it's oil). To be fair, wetness takes some effort to be rendered in a decent way and few developers are able or willing to achieve that. He doesn't really care about this kind of details.