There is a theory called cravings based on needs. The basic idea is hidden in the name: we crave things that we need and a good deal of this knowledge of needs is hidden in our DNA. Therefore, without thinking much, we just need to follow our instincts.
While this theory is quite strong in terms of explaining general population behaviour, it is not tested enough about individual responses. For example, we know that we go for fatty and salty food, because salt was hard to come by until the late Middle Ages and fat was a very valuable energy intensive food. However, we still don't know if we suddenly crave for specific food items that we need when we get sick.
Under the light of this theory, we can stipulate that your cat might be craving for coconut oil because all cats love coconut oil due to their needs. Alternatively, maybe he has a condition which would get better with coconut oil.
To counter your point about coconut oil being flavourless and odourless, we also crave for things that has no odour at all. Also, cats have a different range of smell and taste receptors than us. What appears flavourless to us might be very rich in flavour for cats.
My suggestion is to use caution when indulging your cat's cravings. Coconut oil may not be poisonous to cats; however, it is a different and a very calorie intensive food item. Don't use it yourself without consulting a vet.
