I have 2 guesses
1. Like Cwong said. The McD Fries are thinner in size. When they deep fry them, the water is all gone.
2. When the oil is heated too long, regular oil becomes trans fat which can be used in the food industry as a preservative to extend self life.
BTW, there is a trans fat ban in Canada (not sure if it is mandatory or not). Perhaps, McD is still not complying.