I don't think there's a special oil used to make salsa; the flavors of the vegetables would overwhelm any flavor difference, and there usually isn't a lot of oil in salsa anyway.
I use Rick Bayless's salsa recipes
; they call for either roasted or raw ingredients. I think roasting brings out the flavors better, and the veg are tossed with oil before roasting. Corn oil or lard would be authentic, since those are the fats traditionally used in Mexico.