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It might be better to ask, how aren't they oppressed? To be more specific, people's natural family connections, people's emotions, people's sexual desires, and even people's connection to the past, which I could call natural if not an impulse, are distorted by the party. Think of the government programs getting kids to inform on their parents, or the anti-sex propaganda. Those aren't natural, and they are very oppressive.
Natural impulses are oppressed in Nineteen Eighty-Four for motives that seem to be random spite, but that actually relate to the Party's core rationale for seeking power.
Some impulses are redirected so that frustrated energy can be channeled elsewhere, such as sexual desire. Others are frustrated so that the attempts to satisfy them will keep the citizens busy and out of trouble, such as the desire to keep clean and neat, in a world where even razor blades require endless hours of searching. Others are frustrated to underline class differences, such as the desire for good food and drink, available to Inner Party members but not to others.
However, there is a more basic reason for this general frustration. The Party, as O'Brien explains to Smith, is on principle opposed to making the lives of the people happy. This is because, according to O'Brien, the only true and worthy goal is power over others. Such power cannot be fully confirmed by pleasing another person, since pleasure is what all persons want. A person ordered to do what pleases him or her is not necessarily obeying; he or she might be choosing to follow of their own free will. Thus, according to O'Brien, the only true way to exert power and confirm to the powerful that it is truly their power that controls all, is to oppress and to cause pain. Only oppression and pain are sure to be the choice not of the person receiving the order, but of the one giving it. It is a profoundly paranoid vision.
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