Why then are hydrocarbons observed on other planets? How did they come to be?
Hydrocarbons, yes. Not crude oil however.
What about our water? No matter how much we drink, I don't see the ocean level going down.
As far as igneous rocks, it is unlikely that the liquid state of oil would be found in them. Now, if you take oil, and subject it to enough heat and pressure, you get a diamond. So... even though it might be very difficult to get it out, even something as solid as a diamond may be made of the very molecules that were oil. If oil were anywhere near a volcano, the oil would be turned into something else. Since igneous rocks are the results of this type of uprising from the surface, and explosions, and oil is usually found deep underground, that may be why the two aren't found together.