(1) I don't know what finish is put on ebony piano keys if any. You'll notice that I said rosewood "especially" exuded oil. And you oil your fretboard, whether it's ebony or rosewood. Most people use lemon oil, although there are some fretboard 'conditioners' that contain other products in addition to lemon oil. Many people clean and oil them each time they change strings. I do.
(2) Only the wear of the string is borne by the metal fret. The wear to the fretboard is a distinct and different wear, from string and finger. You'll go through many fret jobs before you'll see any wear on your fretboard.
Here's a relic Stratocaster fretboard (maple).
Notice the fretboard wear? Most common on Strats and Teles because of the finish put on the maple fretboards.
I'm not responsible for the fact that luthiers have been putting ebony and rosewood fretboards on guitars for 200+ years. Yeah, any wood can be oiled, but there's a reason those woods are chosen for fretboards. Ask your buddy, Ronnie, if he has a preference for a fretboard wood. He'll probably tell you rosewood or ebony. He sure as heck isn't going to tell you walnut, mahogany, tulip poplar, bubinga, wenge, or snakewood.
Ronnie plays axes with dark and light fretboards. Dark ones look cool. They look even cooler with pearl inlays, which are softer than most woods. Stainless steel frets can be had today, which are reputed to last the life of the guitar and are friendlier to enthusiastic string benders like Ronnie (they are far more resistant to developing notches).
I’m not sure what would be used to finish a black ebony piano key that would keep it from “exuding” onto the pianist’s fingers. You look at a fifty year old piano that has been in constant use, its black keys are visibly worn past any microns-thick finish that might have been applied when they were new.