I don’t understand how this is an oxymoron. Cardinal means of upmost importance, so a cardinal sin would be the biggest, baddest sin you could commit. In catholic terms, I think this is talking about when Eve at the forbidden fig. It also refers to the seven deadly sins (deadly sounds pretty important to me).
oxymoron: a figure of speech by which a locution produces an incongruous, seemingly self-contradictory effect, as in "cruel kindness" or "to make haste slowly."