Interestingly, in spite of its instability, the O3 molecule can be stabilized as an ozonide between the double bonds of a monounsaturated fatty acid such as oleic acid.
My plentiful poly- and monounsaturated fats, along with my enviably high level of omega-3s (I'm the only nut with significant amounts of them), really are essential for cognitive health.
But the type of fat that's in avocados is monounsaturated fat, which is actually often deemed healthy fat or heart-healthy fat, so while there is a lot of fat in avocados, it's actually quite good fat.