The Oxford comma, or serial comma, is the comma that sometimes appears in a list before the last “and”, “or” and so on. It has somehow become a battleground of punctuation, because some people always use it while others never do, and emotions run high.
I recommend letting go of any emotional attachment to the rules. A comma, like any other punctuation mark, is intended to aid comprehension. It should therefore be used where it is helpful, and ignored where it’s not. If a list is very simple there is no need for the comma and it will clutter the view, so it shouldn’t be used: “You can export your file as LIT, AZW and EPUB”. Where the list is more complicated, a comma may be the only way to make it unambiguous: “You can export your file to the ebook formats, PDF, and HTML” (and not “the ebook formats, PDF and HTML”, implying that PDF and HTML are themselves ebook formats).