Another reason to not directly oil your BB's and feed them through your gun is simply; thinking about real firearms or even paintball guns, firing with water or excess oil in the barrel puts too much pressure on the internals (this applies more towards gas guns, not so much AEG's). You will actually do more harm than good in this sense and more often than not you will just jam BB's and/or damage some of the internals by doing this.
To reiterate what 'e-luder' stated previously, the best way to properly oil your airsoft gun is to simply take it apart and gain easy access to the parts that need lubrication.
Guardians of Asgaard
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