There are huge differences between generation types, infrastructure requirements, regulatory environments, subsidies and ownership of electrical generation and supply equipment's before you even get into conspiratorial thinking.
Globally, most electricity is not generated via oil anyway. China has cheap energy in part because they have a planned economy and a large usage of cheap energy sources such as solar and coal.
And why China has cheap electricity? They don't have much oil.
Could it be that electricity price is based not on real expenses, but simply on "how much they can pay" principle?
Anyway, Western Europe stands out as a dark spot on mostly light-colored map.