The five foolish virgins never brought any oil with them. Matthew 25:3 - The foolish virgins took their lamps but did not take any oil with them. (NIV) The foolish virgins claimed that their lamps were "going out" in verse 8, yet that would be in contradiction to verse 3.
Some may argue there must have been some residue of oil on the rag or wick of the five empty lamps, which quickly burned out, only moments after being lit, or perhaps, these foolish virgins minimized their foolishness by describing their plight as "running out" so as to look less foolish.
The difference between the five wise virgins and the five foolish virgins is salvation. These five foolish virgins were not once saved, but then "ran out" of salvation. They were lost, and never had it. They took no oil with them (vs. 3) and Jesus replied to them in verse 12, "I don't know you."
A oil lamp you fill up ready for use. You then carry spare oil in case it runs out.
The parable does not say the lit their lamps when the bride groom approached.
Now if you brought a lamp with no oil, you would be very foolish, as it would
obviously not work, and you would never be ready in the first place.
It suggests to me they went with lit lamps, assuming they had enough oil
to last while they waited and for the ceremony. A lamp may last 12 hours,
so that is probably not unreasonable. Some lamps with a big wick would last
a much shorter time.
What I wondered was why light the lamps before the bride groom comes or only
have one lit from which you light all the others? But then this is a parable and not
practical oil lamp management lol.