I wish butter had weight-reducing magical properties! 
The fats we tend to recommend are pretty interchangeable - so butter, olive oil, avocado oil, coconut oil and lard - but some are more suited, from a flavour point of view, to certain dishes than others.
Sesame oil is better used as a flavour enhancer, and drizzled onto your stir-fry when it's cooked - see here:
How to Cook With Sesame Oil
Light sesame oil can be used much like canola or vegetable oil. It has a similar neutral flavor and can withstand high heat for frying or roasting. Use it to stir-fry and sauté, or use or anywhere that calls for a neutral-tasting oil. Toasted sesame oil is best used in low-heat cooking methods or added at the end or after cooking.
Dark sesame oil can be used for low- or medium-heat cooking (not deep-frying) but tends to lose some of its flavor if cooked for too long or over high heat. That said, its smoke point is relatively high at 450 F. It's frequently drizzled on dishes like soups and stir-fries after cooking. It can be used in salad dressings, marinades, and sauces.
From the website thespruceeats
I'd normally use coconut oil as the frying oil in a stir-fry - but that said, obviously continue with the sesame oil if that's what you prefer. You definitely don't need to substitute it with the butter.
Butter works especially well for vegetables and fish - but again, it's up to you whether you prefer butter or a different fat.
Just one word of caution re stir-fries - typically they don't use much fat, and obviously that's something we have to be careful about. So adding sesame oil at the end to enhance the flavour of the meal is a good idea.