| I'm guessing this idea is based on the belief that Exxon gas comes directly from Exxon refineries, Valero from Valero, etc. Well, that's not exactly true.
The gas you buy at Exxon may have actually been refined at a Shell refinery, and so on. It doesn't leave the refinery in an Exxon truck and get sent to the gas stations.
This also doesn't account for all the other things that the oil refineries make other than gas. | 
