Hot water pressure washers are designed to cut through oil and grease, much like washing greasy dishes in the sink.
Soap alone doesn’t cut through the grease and you just end up smearing the grease around in the cold water. Turn on the hot water, and it cuts through the grease and oil with no trouble. The samething applies to cleaning with a pressure washer. If you need to clean through oil or grease, you will need a hot water pressure washer to remove it quickly.