"Thanks, I hate it!" is an expression one could use to passive-aggressively indicate a strong dislike for something. What kind of literary device is used in this saying? Can this be considered an example of an oxymoron?
The word “thanks” is not intended sincerely, so this is irony:
irony, n. 1.a. The expression of one’s meaning by using language that normally signifies the opposite, typically for humorous or emphatic effect.
Oxford English Dictionary.
This is sometimes described as “verbal irony” to distinguish it from “dramatic irony” (a dramatic situation in which a character is unaware of something that has been revealed to the audience).
I wouldn’t use the terms “oxymoron” or “paradox” as those are generally reserved for cases where both parts of the contradiction are intended sincerely.
The problem is context.
Your sister gives you a sweater to wear for Christmas, because she always complains how plain your clothes are, so it's bright and festive. She knows it's not your taste but the pictures will be better and mom will be pleased. So you say, "Thanks... I hate it." You are honestly thanking her for the gift, and honestly telling her the truth about the sweater.
Your boss finally comes through with a new chair, and it looks like it's made of spiderwebs and razor blades, and every time you raise it up it sighs back down, and he comes by and says, "How's the new chair working out?" So you say, "Thanks... I hate it." This scenario has a more contempt and suppressed anger vibe. Maybe not so thankful, as "I want my old chair back"