Yes, sorry the wording was a bit ambiguous. MCT is almost entirely saturated. Any natural oils can be broken down into free fatty acids which have a pro-inflammatory effect when "not where they belong", i.e. in the interstitial space. However, unsaturated fats have the fun additional property that they can be "oxidized in a tightly regulated and specific manner to generate either potent pro-inflammatory or pro-resolving lipid mediators" [1]. So MCT oil is probably pro-inflammatory in the lungs, but vegetable oil even more so.

[1] https://www.frontiersin.org/articles/10.3389/fimmu.2014.0048...