It kind of depends on how oily.
Generally speaking, if a bean is noticeably oily very soon after roasting, it means it has been roasted to a darker level. If there is a LOT of oil early on, then it is probably too dark for most coffee to still taste good.
A lighter roast will often have some oil start to appear as the days pass after roasting. This is normal.
3 weeks old is probably past it for the Kenya AA anyhow.
A lot of oil = very dark roast and/or quite old.