My (inexpensive, oil-lubricated direct drive) air compressor does not seem to leave any noticeable traces of oil in the air. I wouldn't think that any properly operating compressor would. (That's not to suggest that it is air of laboratory grade purity.) If you have an automatic oiler for air tools in the air line, that would by design add a bit of oil to the air, and ought to be disconnected or bypassed (and probably a different hose used) for winterizing an RV.
I do have a cheap inline air filter with a catch bowl for condensation in the air line. I've never seen any condensation caught in the bowl; it all seems to end up in the tank for the compressor, as I would expect, and from there I drain it frequently.
