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I am also interested in an answer.
Essential oils are just the essence of various plants and other things that God has made - so in that sense it is perfectly fine to use them.
However some essential oils are sold by obviously wiccan or pagan companies. In that sense, it is a bit like the case of being free to eat food sacrificed to idols, as the idols are nothing. However, if they tell you specifically that the oils have been given a pagan blessing or used in some form of ritual, then it is better to avoid them.
I have not done too much research on this particular topic, but I would guess it boils down to a matter of conscience.