Because only oil is round?
It's likely not oil, but it is something on the sensor. Regardless of what it is, I'd be willing to bet the farm that it's a) not from your camera's shutter mechanism, b) not something you should worry about, and c) something that will clean off easily. If pollen, dust and allergens can get in my office inside, they can get in your camera outside.
Just curious, did Nikon approve the return trip? If not, you could be in for an expensive sensor cleaning.