Trying to buy a single barrel of oil <> getting assigned on a futures contract. An assigned long isn't getting a physical barrel either, they're transferring into a pipeline/storage facility/truck.

You're right that your broker will do all they can to avoid you shooting both you and them in the foot. But your agreement with your broker does not control your relationship with the counterparty to your futures contract. If the broker doesn't (or can't) close your position in time you('re both) on the hook.