If you don't use oil, you'll have a wok/pan with a thick layer of stuck-on pasta.
Remember, oil and water don't mix, and there's a lot of frozen water in and on them veggies. So, best to defrost and pat dry with paper towel. There's a reason why KFC's bucket of crispy fried chicken has a lid with air vents - if you seal the bucket, steam will condense into water and make them soggy. Same thing.