Sadism refers to enjoying someone's pain. Nothing in there about selfishness. It's only in a vanilla context that sadism is implicitly selfish.

I am a loving sadist. If I can make someone I care about happy by beating and torturing hir into a sobbing heap on the floor, my life is perfect.

In the strict definition an "oxymoron" is not a contradiction in terms but an =apparent= contradiction that reveals a deeper truth. (As in "make haste slowly".) So yes, "loving sadism" is an oxymoron, but it's not a contradiction.