Occasionally people in the UK get caught putting cooking oil in their (diesel ) cars, which is not illegal per se - but technically if you do it, you should pay fuel tax, which they generally don't. McDonald's are large enough that they will be, knowing that they would inevitably be caught.

Many eco-warrior types, not every single one but many, have... how to put this gently... not thought things all the way through. To name just one example I can think of: protesting an oil pipeline being constructed and/or extended. Well, what will happen if the pipeline doesn't go in? People will still want gasoline — protesting the pipeline isn't going to do anything about people's desire to drive their cars around — so that oil is going to get transported to the refinery somehow. If not in a pipeline, then it'll get transported by train or truck. Which will 1) burn a lot more fuel than transporting the same amount of oil through a pipeline, and 2) be more prone to accidents and oil spills (a tiny chance per truck, but that adds up fast when there are thousands of trucks per month), therefore very likely to spill more oil than the pipeline would have. In other words, blocking that pipeline is very likely to cause more ecological damage than having it built would have caused.

The eco-warrior types protesting the pipeline probably think that they're reducing the use of oil. But they haven't thought it all the way through.