Let me preface this by saying that I am extremely skeptical of supplements as they are normally designed to deliver isolated components of whole food - definitely unnatural. Of course, I understand that Dr. Mercola is also leary of most supplements, so I was all set to trust his opinion about supplementing with fish oil - and I still may, but you have raised enough of a question in my mind that I plan to research this further.
I did find a very interesting article, which I've only briefly read, but which seems to be full of footnotes for further research. It seems to be written by the same guy in the youtube video.
http://www.brianpeskin.com/NEXUS%20Hidden%20Story%20Article.pdf
I don't know who Brian Peskin is. I'm just posting this in case someone else is interested. It seems he doesn't questions supplementation of EFAs, but rather that the source should have unadulterated, parent omega 6's and 3's. Also, he talks about how omega 6's protect against cancer, how cholesterol lowering meds can cause cancer because they inhibit good, cancer fighting EFAs, etc.