One of the accessory descriptions states that "real winners don't use coal," likening coal to a performance-enhancing drug in this universe. But if that's the case, what heat source do Steambots normally run on? You need heat to turn water into steam. There's no way they're burning wood. Are they powered by uranium?
It can probably be handwaved as a joke. Given that most of the items have punny descriptions.
Where exactly did the dieselbots come from? Steambots reproduce by pairing up and "donating" parts for a new child. For example Seabrass giving a hand and leg for his son (and the mother giving an eye). You can also see this in Steam World Dig 2, where Ma Yonker is pretty obviously sparse after having three children. From there, young steambots pick parts as they grow up, which "settle" as they get older. But this doesn't really explain where you'd get a totally new "race" of oil powered bots.
Though theyre quite probably another line of robots built by humanity before their downfall; the next logical step after steam power, but before the advent of electricity.
Why do Vectron ships have Shiners (or possibly even pre-Shiner humans) on their ships? Vectron's mission has consistently been to eradicate steambots, but there has never been any in-game indication that they are trying to resurrect humanity. Though it stands to reason that voltbots (as well as steambots and dieselbots) are originally a human creation.