Hi Sergio,
It's not a bug. Horatio is pretty respectful of private property, so before he'll be willing to take Oswald's oil, he has to have some good reason to do so. The robotic bartender will supply that reason if you interact with him. That said, Oswald only leaves once, so if you've already tricked him into leaving and he's come back, you'll have to forget about the oil. It's not necessary for winning. As Dave notes, there are two alternatives you can use when the time comes.
Mark