First, there are different chemicals that make up the oil. Olive oil will mostly be fatty acids (molecules with an acid group on the end and a long hydrocarbon chain attached to it) while engine oil will contain things derived from crude oil like alkanes, aromatics, polyolefins.
Then there’s a whole bunch of things that go into your engine oil. You get detergents, which make sure solid particles don’t get attached to your surfaces. You have dispersants, which make sure those solid bits don’t form lumps that clog the engine. You have antioxidants which slow down chemical reactions that could break down the oil into something less effective. You have chemical agents that make your lubricant form structures only a few atoms thick to maximise lubricity and fuel economy. You have viscosity modifiers which control how sticky it gets with temperature (oil can be as runny as water if you heat it up enough).
Greases are a weird one as they can actually be tiny particles of solid suspended in a sticky liquid!
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