The comparison would be more reasonable if molecules have same or similar number of carbon atoms, as in the case of fatty acids. Molecules with higher boiling points have more intermolecular forces and more energy is required to overcome these interactions. Saturated fats are similar to alkanes (degree of unsaturation is zero) so they pack together nicely and dispersion among the molecules is collectively strong. Unsaturated fats have alkene kinks that prevent orderly packing of these molecules so the dispersion forces as a whole are not as strong as those of saturated fats. Lnguyen7 brings up a good comparison and this argument should explain it.
This link should also be relevant.
https://answers.yahoo.com/question/index?qid=20101003034615AAQQHOA