It sometimes takes longer to soak into heartwood. Leave it another day or so.
I may be wrong, but I believe heartwood has a higher concentration of Lignin, which is a natural water/weatherproof substance (Of course, it was a while ago I did A-level biology, so I could be totally wrong) Because of this, the oil won't soak in as well into heartwood.
Ah right, that does make sense in that case. What I don't understand though - surely the tree would want the outside to be more weatherproof? I guess the centre of the tree needs to have the most protection though!