Why is it said that in practical cases loop gain of an oscillator should be slightly greater than unity?
I'm assuming this is for sine wave oscillators. Sine wave oscillators need a loop-gain of greater than unity or they will not begin oscillating.

The time it takes to start (from scratch) oscillating also needs to be practical and sensible - you want it to be running when you apply power after all! This means that a big loop-gain gets it running quicker and, if you don't mind the sine wave hitting the power rails and clipping, life is very easy. Clipping can be regarded as a non-linear gain in that above a certain level the gain tails off to zero.

The best practice is to have a high initial loop-gain then, when the amplitude has attained a certain level (a couple of volts peak to peak but not clipping) start backing the loop-gain down to the point where it is self-sustaining.

It's really very hard to do this by design without implementing a circuit that has an amplitude monitor driving a voltage dependent resistor. The VDR controls the amplitude of the sine wave and if it drops a bit, the VDR (under control from the amplitude monitor) increases the loop-gain a bit to counteract this amplitude change: -



This is a circuit of a Wein bridge sine wave oscillator - it uses the JFET to control the loop-gain of the op-amp. The two diodes connected to the output, in conjunction with the 22uF capacitor set a negative voltage on the JFET's gate - the higher the output from the op-amp, the more negative is the JFET's control voltage and this lowers loop-gain by turning the JFET off.

JFETs are used as voltage dependent resistors like this a lot. Siliconix produced this document that explains how they work. It should also be noted that LEDs and LDR's can be used and that a two terminal VDR can be achieved with a filament bulb.