Why don't air-cooled radial engines use fuel to cool the oil?
The Fuel/Oil heat exchanger serves two purposes. It helps to dissipate some of the heat from the oil and warm the fuel up for combustion 


  The fuel-cooled oil cooler acts as a fuel oil heat exchanger in that
  the fuel cools the hot oil and the oil heats the fuel for combustion.
  Fuel flowing to the engine must pass through the heat exchanger;
  however, there is a thermostatic valve that controls the oil flow, and
  the oil may bypass the cooler if no cooling is needed.


In piston radials you generally dont need this fuel pre-heat. Since Avgas is vaporous at a fairly low temperature you dont really need to pre heat it. On top of that preheating it may vaporize it in the lines which is also a fairly big issue in and of itself. 

There are always concerns of cross leaking, and this applies in both cases. A leaky exchanger can add fuel to your oil or oil to your fuel. A potential issue in either direction.