Hi @zystvan and @jibblyj
Thanks for your replies!
That got me thinking maybe it's the Oxygen typeface itself… and yes, Google Fonts only serves up 3 style-variations for Oxygen: Light, Regular, Bold. This means that if you're only linking to the Regular Oxygen typeface from Google Fonts it's down to your OS to "fake" what it should look like in italics or bold. This produces what is called faux bold or faux italic.
There's a brilliant article on A List Apart all about this:
Also, Vernon Adams designed the Oxygen typeface for the KDE project (a GNU+Linux OS desktop) so it's not surprising it looks good under Linux
I've noticed though that if you look at the Oxygen typeface you can get from Font Squirrel (https://www.fontsquirrel.com/fonts/oxygen), you get four styles – Regular, Italic, Bold and Bold Italic. This will probably solve the cross-OS rendering issue, but it would mean the webfont would have to be served up from Codecademy's servers instead.
Thanks for making me go off and learn something new!