Ah, it might be just the way the photographs come out as I haven't (sadly) found that oily feel with my sets: I have Rembredt's soft halfs and I really like them. Well, I have W&N's similar set too and like them as well, YES, I _am_ a pastel maniac... *sigh* (I have like 15 different sets of pastels and that's not counting oil pastels of which I have probably at least as much.)
Derwent's pastel pencils I find tricky, though. I never seem to get that nice build-up with them, instead, they tend to just scrape off the previous layers. Well, more practice and/or better sharpening is called for! Or better paper... (I'm into Canson's Mi-Teintes right now.) In your hands they seem to work really well.
Haha yes I love my soft pastels! Far too scared to try oils, but it means I have to apply so many coats of pastel to get a similar effect as the oils as far as coverage of the paper goes. I *should* gives oils a try one day, but at the moment I'm busy with commissions so have no time to try them.