Tramadol is the weakest of the three. The dose limit is reached quickly before it becomes uncomfortable and can induce seizures. It is simply too weak for some forms of pain. It has antidepressant-related effects which mean it can have prolonged anti-depressant-like discontinuation/withdrawal symptoms if it is taken for weeks at a time.
Oxycodone is stronger, and more of a classic opioid. Tolerance can build quickly and dosage can be raised a lot if needed. it is typically much more expensive to maintain a habit with it on the black market but many people find it to be more euphoric. Those properties i suppose could make it riskier for addiction.
It seems tapentadol is comparable in strength to oxycodone but has similar characteristics to tramadol; I am not really familiar with it and havent tried it.
Individual response varies a lot, so in the end it may come down to the individual. Some people feel nauseous on oxycodone, some have barely any effect from tramadol. I happen to have a strong, long-lasting effect from tramadol so i'd take that if it were enough for my pain. For stronger pain i'd take oxycodone or try tapentadol.
I am not sure but neuropathic pain might be one of the only cases afaik where oxycodone might be less effective than tramadol or a different drug called pregabalin. Otherwise i dont think it typically matters where the pain is, just how strong it is