I did this with ikea walnut counter tops and had the same result. There is a finish on the wood which you have sanded through. The learnings and fix for me was: (1) sand all the finish for the whole benchtop. the veneer is 2-3mm thick so it wont be an issue. (2) throw the oil in the bin and put down a nice coat of polyurethane. It looks a million bucks now.