Should I buy shampoo with OR without hair oils?
It is same as asking “Is it better to use dish soap that has good hand oil?
The main function of shampoo, shower gel or any cleanser is to remove grime and excess oil. The main ingredients (i.e. surfactants) are engineered to do exactly that. Any oil that is added to these products will react with and be washed away by surfactants, and will not leave a trace on our body. Think of dish soap. One will not add oils to it thinking it will preserve your hands because you know that these oils will actually be washed away by the surfactants!
Moreover, the fact that a shampoo or shower gel need to add these oils may mean that the product is actually too harsh for human skin and hair, and need to add oils to reduce its harsh cleansing properties. Or it is for marketing purposes.