Why does rapeseed oil turn sticky but coconut oil doesn't?
It is a chemical quality of the oil called "iodine number". There is nothing you can do about it, it is as inherent in the oil as its smoke point. Oils with a low iodine number create hard polymers, and oils with a high iodine number create soft, sticky polymers. 

If you want a hard, nonstick surface on the pan, choose the right oil. Coconut oil, Palm oil or lard give you a good finish, while many polyunsaturated oils give you a soft finish. Linseed oil is the worst of all, it's very gunky. 

Note that many sites will suggest seasoning with high iodine oils, especially linseed, because it is easier to get them to polymerise. I personally don't like this recommendation - as you discovered, the resulting polymer is low quality.