Not all vegetable oils are bad when heated, in fact most (refined) vegetable oils are perfectly safe & good for basic cooking, especially if you don't exceed smoke point temperatures that can range anywhere from 160*C to almost 300*C with most vegetable oils so many of them can withstand heat even better than animal fats (unrefined flaxseed, sunflower and a few other oils have smoking points only slightly above 100*C and I wouldn't use those in cooking where heating is involved), temperatures that most normal cooking shouldn't have any trouble not exceeding. Stuff like olive oil, coconut oil, rapeseed oil, grapeseed oil and such are perfectly safe for heating. Even extra virgin olive oil isn't so totally unusable in cooking as it's made to be (extra virgin olive oil's smoke point can be as low as 160*C, though some higher quality stuff can one above 200*C, so you can heat it up quite a bit without it going bad), though virgin olive oil is better & preferable (smoke point is around 220*C).
Of course when heating anything, some of the nutritional value can be lost, but this idea that no vegetable oils should ever be heated is totally ignorant, alarmist BS not based on facts. I wouldn't be surprised if the misinformation was mostly advocated by the dairy/animal industries, much like the fight against soy.