I was thinking about how I walk to work while listening to “The Magnificent Seven” by The Clash, which depicts the stupidity of work. I thought that, in a way, is an oxymoron—listening to music that hates work while walking to work. It then spurred a runaway thought train: what if a person looks slender but has bodily strength that matches a champion weightlifter’s—is that an oxymoron? Or are oxymorons used for feelings (like bittersweet)? I know the attributes aren’t next to each other like a traditional oxymoron, but it’s not a contradiction because you’re not going against yourself. So what is it?
Perhaps you need a better understanding of exactly what an oxymoron is. An oxymoron is the name of a particular figure of speech, and as such, does not apply to walking to work listening to "The Magnificent Seven" by the Clash. That behavior may be paradoxical, contradictory, or described by some other term which is escaping me at the moment, but it is not an oxymoron.
On the other hand, if one were to describe someone who walks to work listening to the song you refer to as a "wise fool", the term "wise fool" is an oxymoron, but neither the person, nor the behavior is.