Suppose you used a larger radiator? Oil would solve many problems-no corrosion, better high pressure performance (no boiling). Of course, the heat capacity of water is the best…but has any manufacturer ever tried this?
Oil coolers are used in some vehicles and there are oil cooled engines. The engine designs are optimized around their cooling method so simply replacing common coolants with oil won’t work well.
You ought to suggest this to the car manufacturers. Letter-bomb them all.