Here's why:
* Interjections express strong emotion or surprise. "Oh" is often used to express surprise, excitement, or pain.
* Conjunctions connect words, phrases, or clauses. "Oh" doesn't have this connecting function.
* Prepositions show the relationship between a noun or pronoun and another word in the sentence. "Oh" doesn't indicate a relationship in this way.
Examples:
* Interjection: "Oh, wow! That's amazing!"
* Conjunction: "I went to the store, and I bought some milk."
* Preposition: "The book is on the table."