Did you bring it in for service on the brakes or for some other reason?
Brake rotors are typically cast iron and they rust. This is normal. Cars that sit for extended periods, especially with salt spray nearby, can rust more than those driven more often. Unless there is severe pitting or some vibration upon braking, I wouldn't do anything. It should be scrubbed clean within a short time by normal braking action.
It's true that the budget rotors are often thinner to begin with and can be made from inferior materials. However, unless you are having to replace them due to some performance issue, the rust is only cosmetic.
You cannot coat the braking surface with anything that will stop rust and not affect braking performance, especially oil!!
If you are plagued by rusting rotors, you can spring for more expensive rotors with a plating or anodizing finish that will significantly slow down the inevitable oxidation process. They are likely to be 3x the cost of standard rotors assuming they are even available for your year/make/model. Even then, the actual swept area of the rotor is still bare metal...