A lot of stuff we do, we do that way because it is quickest, easiest, and/or cheapest (least expensive). Oil is a pretty easy to get source of energy and chemical raw materials used in manufacturing, and a source of lubricants. They once chased whales around the oceans to get oil and grease. We will eventually abandon oil for most uses (especially the wasteful practice of burning it for its energy). Getting there. It will happen because we won't have a choice.
The main thing, now, is that we have huge systems set up based on using oil, and we would have to rebuild the entire system to change, and people simply don't want to yet. It isn't worth the money and effort to a lot of people. it is in process, but it will not happen in a day.