As with many other literary and rhetorical devices, oxymorons are used for a variety of purposes. Sometimes they are used to create some sort of drama for the reader or listener, and sometimes they are used to make the person stop and think, whether it's to laugh or to ponder.
One famous oxymoron is the phrase "the same difference." This phrase qualifies as an oxymoron because the words "same" and "difference" have completely opposite meanings. Therefore, bringing them together into one phrase produces a verbally puzzling, yet engaging, effect.
Whether you know it or not, you have probably used, or at least heard, some oxymorons in your every day life.
There are some well-known sentences and quotations that make use of oxymorons. Seeing oxymorons used in context often helps to provide a better idea of how and why they are used.
For more oxymoron quotes, take a look at Examples of Funny Oxymoron Quotes.
Why use phrases that do not seem to make any logical sense?
Saying that a picture or a scene is "painfully beautiful" calls attention to the speaker and the object of inquiry. Such a phrase shows that an object can have two different qualities at once, making it a subject for study and analysis.
When someone says a phrase such as "naturally weird" or "clearly confused," the speaker is finding a new way to describe that individual or object. Adding the adverb "naturally" to the first phrase makes it even more apparent that the subject of discussion is rather unusual, as opposed to the effect that simply the word "weird" would have.
Sometimes people are not trying to make a profound declaration when they use oxymorons. Instead, they want to be witty and to show that the can use words to make people laugh. One example of this use of oxymoron is the example in which Oscar Wilde comically reflects on the fact that he "can resist anything, except temptation".