by their nature, a fat will contain about 9calories per gram of fat/oil. Most EFA caplets are 1gram...so you'd have to scarf down 12-13 caplets for a 'serving'...as opposed to a couple tablespoons of oil, which you can take straight, or add to a shake, oatmeal, etc.
Oils and caplets should be under refridgeration and should have a 'press date' (manufacture date) and a 'use by' date for freshness.
Going directly with bottles of oil is cheaper and easier for 99% of people.