NaHCO_3 is a Bronsted-Lowry Base, so you are making soap, and Oils also tend to precipitate under ionic conditions. Neither of which is applicable to our digestion.
We have enzymes for a reason. Some chemical methods for using energy are just not suited for our fragile cells. We can get energy from a peanut by combustion but the heat would kill the cell, same with many other purely chemical processes. They might require too much pressure, some organic chemistry demands a lot of heat to get the reactions going. Some require dangerously carcinogenic or caustic materials. None of which may be suited for a biological system.
We use bile salts which breaks them down into smaller sections (because oils are insoluble). This is just like a detergent and does essentially the same thing. It breaks down large goblets of fat into small, manageable sizes.
Once the droplets are small enough Lipase (an enzyme that breaks down Lipids) goes into action. Some weight loss drug orlistat (Xenical) works by inhibiting lipase and thereby reducing fat absorption.