Any time there is incomplete combustion of carbon compounds like cooking oil, carcinogenic molecules like benzo-a-pyrene are formed, which appears to cause or contribute to skin, lung, and bladder cancer.
Could be wrong.
One of the studies and highlighted paragraphs from the video:
"There was a significant and constant decrease in FMD 3 h after each meal intake ... independently of the type of oil used for the preparation of the meal ... or the deep-fry level..."
(I don't know what that means but it was cited in the video as bad, and the research is from 2007)
https://www.culinarymd.org/uploads/2/0/4/0/2040875/olive_soy...