What does "oh-so-" mean?
The expression "oh-so-" is an intensifier, a linguistic term for a modifier that "serves to enhance and give additional emotional context to the word it modifies". So is itself an intensifier, but it can normally only be used predicatively - "that joke was so clever" but not "the so clever joke". However, the idiomatic addition of oh enables so to be used attributively (though why, I'm not sure!): "the oh so clever joke." [Note that some style guides require an adjectival phrase before a noun to be hyphenated if the first element isn't an adverb ending in -ly; hence oh-so-clever jab but "that jab was oh so clever".]
The "oh" in the expression gives the added sense of a sigh or gasp (depending on context), heightening the emotional content of the expression.
We would therefore interpret oh-so-lonely as something like "so lonely it made me sigh", and oh-so-clever as "so clever it made me gasp".
Does it indicate sarcasm?
A number of answers have suggested that the addition "oh-so-" is often used in a sarcastic context. This is not the case - at least, it's no more true than the use of "very" or any other intensifier. Cambridge Dictionary defines sarcasm as
the use of remarks that clearly mean the opposite of what they say,
made in order to hurt someone's feelings or to criticize something in
a humorous way:
"You have been working hard," he said with heavy sarcasm, as he looked at the empty page.
None of the examples given in the question are sarcastic in tone. In each case, "oh-so-" is used in a straightforward way to intensify the following word.
What about that Ryan-Cutler line?
Let's have a look at the first example in particular, where the confusion may lie in failing to differentiate the description of Ryan's jab from the actual jab (the pointed comment) itself.
The expression "Paul Ryan's oh-so-clever jab at Jay Cutler" was the headline of an NFL (American football) article by sports journalist Kevin Seifert. The body of the article explains the context:
What I will do, however, is draw your attention to noted funnyman Paul
Ryan, the Wisconsin congressman who is also the House Budget Committee
chairman. Ryan has gained a bit of fame recently during the federal
government's budget battle, and on Monday he couldn't resist a shot at
Bears quarterback Jay Cutler during a speech to the Economic Club of
Chicago.
The Washington Examiner has the full text of Ryan's prepared remarks,
which he apparently embellished a bit during the actual speech. Fox
News quoted him this way:
"I want to thank you all for inviting me to speak. It was especially
gracious of you to host me, even though I'm a Packers fan and I assume
most of you are Bears fans. But that doesn't mean we can't work
together. As chairman of the House Budget Committee, I stand ready to
do whatever it takes to help you re-sign Jay Cutler.
"I'm here to talk about the economy today -- about the need to get
four quarters of strong, consistent performance.
"That wasn't another Jay Cutler joke, I swear. It could be, but it's
not."
Ryan himself was using verbal irony - defined by Abrams and Hartman as "a statement in which the meaning that a speaker employs is sharply different from the meaning that is ostensibly expressed" - and his comment about four quarters of strong performance was particularly clever, since this was ostensibly about a financial year divided into four quarters, but a savvy audience would see the allusion to four quarters of a football game.
In this context, the use of "oh-so-clever" in Seifert's headline is not in the least sarcastic - it's entirely factual. The headline should be interpreted as: Ryan made a pointed comment about Cutler that was so clever it made me gasp.
