The first coffee beers I made back in the early 90s used, IIRC, a pound of beans steeped with the specialty grains. We never had head retention with that beer that I can recall, and we made it several times.
I haven’t had any problems with head retention using coffee more recently, nor have I had problems using chocolate which is also supposed to have oils that would cause a problem. I haven’t used carapils in years.
There may be an effect that I am missing, but in my experience it’s not a concern I would worry too much about.