I have no experience with them. Modern "E" core coils are typically (I think) all epoxy. Oil was used for HV insulation and heat conductivity. I have no idea what the heat conductivity or insulation of silicone is Might be better, might not
The disadvantage to oil is that "some" coils if mounted in certain ways, "alleged" can expose the windings above the oil level, but in the day Mopars were mounted both vertically and horizontally, as were Fords. So who knows? (I'm still going to mount it the way it came regardless)
Of course oil can leak........