Your observation that unsaturated hydrocarbons burn with a sooty flame is not always true and depends on the circumstances. There are more factors at play than the nature of the hydrocarbon that is burning. The most important reason why flames are sometimes smoky is that the combustion is incomplete. read more
For weight by weight, they contain more carbon than a saturated hydrocarbon and will require more air for complete combustion. If you use them in a burner burning saturated hydrocarbon, it will give a yellow flame if you don't change the airflow. Yellow flame is an indication of incomplete burning. read more