You are probably right, the grocery store lard is probably much higher in PUFAs, but it is more heat stable and less oxidant prone than the PUFAs in seed oils -- so while not as ideal as ghee or tallow, its way better than seed oils (and the only reasonable substitute for deep frying.)
Ya definitely better than say sunflower oil which is like 70% PUFA or something crazy and also hasn't been though the high heat manufacturing process. But basically all of us have got tissues full of PUFA and it takes a long time to get rid of it. Ideally we want to be getting under 10g per day omega-6 which is going to be next to impossible eating commercial lard/bacon. Even if the lard isn't oxidized when we consume it, it can still oxidize later inside the body once its been incorporated into our cells from some other catalyst like sunlight, alcohol or smoking.