They also change the composition of at least Diesel at the pump. Not sure on fuel oil which is essentially the same as Diesel at the pump, save for possibly things like that (definitely the color)
Yes, most of my relatives on my mom's side are farmers in the upper Midwest. They have separate (gravity fed) tanks on their farms for #1 and #2 diesel, and the tank they use for filling the tractors depends on the season.
(Farmers buy diesel in bulk and don't pay road tax on it. It's illegal to put the untaxed diesel into a pickup that ever leaves the farm.)