It's likely a playful attempt to create an adjective from the word "oxymoron".
An oxymoron is a figure of speech that combines two contradictory terms, often for ironic or humorous effect. For example:
* Deafening silence
* Living dead
* Pretty ugly
* Same difference
To describe something as "oxymoronical" would be an attempt to say it's full of contradictions or inherently paradoxical.
While it's not a formally recognized word, the meaning is clear enough in context.