There's a couple reasons behind this:

• Economies of scale. Oatmilk is not nearly as big of a market and therefore tends to be more expensive per gallon
• Dairy subsidies. Dairy farmers can be pretty heavily subsidized, depending on the country, making the milk artificially cheap
• Marketing. Oatmilk is mostly consumed by upper middle class (sub)urban folks who have enough disposable income to worry about things like animal welfare and the environment, and thus are willing to pay a premium for eco-friendly products. Companies know this so a lot of oatmilk is positioned and priced as a premium product.

In a way it's sort of disgusting that capitalism is exploiting your desire to save the planet for extra profits, however that's how it is generally designed to operate: nothing happens unless there is a profit to be made from it.