As a description of flavor, “bittersweet” is not an oxymoron. As an emotional term (e.g., “a bittersweet romance”), it seems to me that it is.
And just for the record, “jumbo shrimp” as an example of an oxymoron was a George Carlin joke, and never meant as a serious example.
When I was younger and the word ‘oxymoron’ came up, it wasn’t uncommon for someone to go…what?
I would say - You know Oxymoron…like jumbo shrimp, military intelligence, student athlete…sayings like that.
I liked it because more than half the time someone would get offended because they considered themselves a student athlete. 
Morbius. Mobius is a strip.
But since you brought it up… is “horror comics” an oxymoron? 
Hospitality industry.
When I was a kid a had a cartoon book devoted to oxymorons with many of the same “oxymorons” mentioned above, accompanied, of course, by humorous pictures. I enjoyed it a lot.
One of my favorites, which I have never seen since, was “Dodge Ram”, which featured a drawing of a pick-up truck crashed into a tree (after swerving to miss a ram standing in the middle of the country road, happily munching on whatever).