I wonder if the 'grab' you were feeling was between your fingers and the wood of the fretboard, and not the frets themselves. I've used lemon oil before and not had this experience. Oily frets should be very slippery, but oily wood can sometimes act like wet wood and have some friction.
"GAS never sleeps" - Gil Janus
"Now you got to pay your dues. Get that axe and play the blues." - Spudman
Gear: Epiphone Sheraton II, Epiphone Wildkat, Epiphone Emperor Joe Pass, Fender MIM Strat, Tacoma DR-14, Johnson JR-200 resonator; Fender Super Champ XD amp